+140.2%
NI vs ZBRA
+435.2%
-295.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.3% |
| 7D | 0.0% | -3.4% | +3.5% | +0.5% |
| 30D | -1.4% | -7.4% | +6.0% | -0.4% |
| 3M | -10.6% | +57.5% | -68.1% | -16.7% |
| 6M | -9.3% | +64.0% | -73.3% | -16.4% |
| YTD | +1.1% | +44.3% | -43.2% | -5.3% |
| 1Y | +3.4% | +10.9% | -7.5% | +0.4% |
| 3Y | +67.9% | +37.5% | +30.4% | +53.5% |
| 5Y | +98.0% | -39.7% | +137.6% | +103.1% |
| All | +140.2% | +435.2% | -295.1% | +78.3% |
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 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