+433.8%
MAR vs ZBRA
+435.2%
-1.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | -5.4% | -7.4% | +2.0% | -3.2% |
| 3M | -15.5% | +57.5% | -73.0% | -28.7% |
| 6M | +3.0% | +64.0% | -61.0% | -15.1% |
| YTD | +8.5% | +44.3% | -35.8% | -7.2% |
| 1Y | +26.0% | +10.9% | +15.1% | +17.2% |
| 3Y | +68.6% | +37.5% | +31.1% | +40.6% |
| 5Y | +157.4% | -39.7% | +197.0% | +174.6% |
| All | +433.8% | +435.2% | -1.4% | +232.0% |
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