+62.8%
META vs ZBRA
-38.9%
+101.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +6.7% | +1.8% | +4.9% | +6.0% |
| 30D | +4.8% | -1.7% | +6.4% | +5.4% |
| 3M | -1.6% | +47.8% | -49.4% | -17.9% |
| 6M | -7.5% | +56.7% | -64.2% | -25.6% |
| YTD | -6.4% | +49.4% | -55.8% | -24.0% |
| 1Y | -17.3% | +16.5% | -33.9% | -25.5% |
| 3Y | +109.9% | +31.5% | +78.5% | +68.1% |
| All | +62.8% | -38.9% | +101.7% | +100.5% |
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