+244.8%
NEE vs ZBRA
+435.2%
-190.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -1.3% | -3.4% | +2.1% | -0.8% |
| 30D | -3.3% | -7.4% | +4.1% | -2.3% |
| 3M | -2.3% | +57.5% | -59.8% | -9.5% |
| 6M | -8.9% | +64.0% | -72.8% | -16.6% |
| YTD | +4.8% | +44.3% | -39.5% | -2.5% |
| 1Y | +18.7% | +10.9% | +7.9% | +15.0% |
| 3Y | +33.2% | +37.5% | -4.3% | +20.2% |
| 5Y | +10.9% | -39.7% | +50.5% | +13.2% |
| All | +244.8% | +435.2% | -190.4% | +177.1% |
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