+322.4%
NET vs ZBRA
+55.4%
+267.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -16.4% | -13.6% | -2.8% | -11.3% |
| 30D | -25.8% | -11.5% | -14.3% | -22.1% |
| 3M | -11.5% | -9.9% | -1.7% | -7.8% |
| 6M | +18.9% | +48.6% | -29.7% | -2.2% |
| YTD | +35.2% | +36.9% | -1.7% | +13.7% |
| 1Y | +14.5% | +27.7% | -13.2% | -0.3% |
| All | +322.4% | +55.4% | +267.0% | +154.5% |
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 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