+154.6%
JPM vs ZBRA
-40.9%
+195.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.3% | -3.8% | +1.4% | -1.5% |
| 30D | -2.3% | -10.2% | +7.9% | +0.1% |
| 3M | +14.9% | +58.7% | -43.8% | +1.3% |
| 6M | +23.6% | +61.9% | -38.3% | +7.7% |
| YTD | +11.3% | +41.7% | -30.4% | -0.1% |
| 1Y | +19.9% | +12.4% | +7.5% | +13.6% |
| 3Y | +162.6% | +34.2% | +128.4% | +131.4% |
| 5Y | +154.6% | -40.8% | +195.4% | +171.8% |
| All | +154.6% | -40.9% | +195.5% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling