+2,327.9%
NDAQ vs ZBRA
+1,581.4%
+746.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.3% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | +2.5% | -1.7% | +4.1% | +2.9% |
| 3M | +9.9% | +47.8% | -37.8% | -5.2% |
| 6M | +9.4% | +56.7% | -47.3% | -8.3% |
| YTD | +0.4% | +49.4% | -49.0% | -15.0% |
| 1Y | +4.0% | +16.5% | -12.5% | -5.0% |
| 3Y | +94.4% | +31.5% | +62.9% | +62.5% |
| 5Y | +56.7% | -38.6% | +95.3% | +64.3% |
| 10Y | +375.3% | +421.0% | -45.7% | +103.3% |
| All | +2,327.9% | +1,581.4% | +746.5% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling