+5.2%
LOW vs ZBRA
-40.4%
+45.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -3.7% | -3.4% | -0.3% | -2.8% |
| 30D | -8.9% | -7.4% | -1.5% | -6.9% |
| 3M | -10.4% | +57.5% | -67.9% | -22.5% |
| 6M | -19.4% | +64.0% | -83.4% | -31.7% |
| YTD | -17.1% | +44.3% | -61.4% | -27.5% |
| 1Y | -26.3% | +10.9% | -37.1% | -30.4% |
| 3Y | -9.9% | +37.5% | -47.4% | -24.5% |
| All | +5.2% | -40.4% | +45.6% | +17.3% |
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