+95.1%
META vs ZBRA
+50.6%
+44.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | -10.9% | +10.1% | +2.1% |
| 30D | -15.4% | -16.6% | +1.2% | -11.3% |
| 3M | +3.5% | -11.6% | +15.1% | +6.7% |
| 6M | -0.3% | +40.2% | -40.4% | -12.4% |
| YTD | -7.3% | +32.6% | -39.9% | -18.0% |
| 1Y | -1.1% | +24.7% | -25.8% | -10.7% |
| 3Y | +95.1% | +56.3% | +38.8% | +62.0% |
| All | +95.1% | +50.6% | +44.5% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling