+590.9%
JPM vs ZBRA
+435.2%
+155.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.2% |
| 7D | -0.7% | -3.4% | +2.7% | +0.3% |
| 30D | -2.5% | -7.4% | +4.9% | -0.3% |
| 3M | +14.1% | +57.5% | -43.4% | -2.1% |
| 6M | +25.1% | +64.0% | -38.9% | +5.2% |
| YTD | +12.1% | +44.3% | -32.2% | -2.5% |
| 1Y | +18.8% | +10.9% | +7.9% | +11.4% |
| 3Y | +163.4% | +37.5% | +125.9% | +121.9% |
| 5Y | +156.5% | -39.7% | +196.2% | +174.2% |
| All | +590.9% | +435.2% | +155.6% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling