+66.2%
NDAQ vs ZBRA
-45.5%
+111.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +1.3% | +0.6% | +0.6% | +1.1% |
| 30D | +18.0% | -14.0% | +32.0% | +21.9% |
| 3M | +11.5% | -14.7% | +26.2% | +15.3% |
| 6M | +21.1% | +31.3% | -10.2% | +11.3% |
| YTD | +12.8% | +33.4% | -20.6% | +2.4% |
| 1Y | +25.7% | +34.1% | -8.4% | +13.8% |
| 3Y | +116.8% | +59.9% | +56.9% | +77.9% |
| All | +66.2% | -45.5% | +111.7% | +100.3% |
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