+3,843.9%
NI vs ZBRA
+8,767.1%
-4,923.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +1.3% | -1.8% | +3.1% | +1.4% |
| 30D | -0.3% | -8.8% | +8.5% | +0.7% |
| 3M | -9.5% | +47.2% | -56.7% | -13.5% |
| 6M | -10.2% | +61.3% | -71.5% | -15.3% |
| YTD | +1.8% | +42.0% | -40.2% | -2.9% |
| 1Y | +5.7% | +10.5% | -4.8% | +3.3% |
| 3Y | +69.6% | +34.5% | +35.1% | +59.9% |
| 5Y | +95.8% | -40.3% | +136.1% | +97.6% |
| 10Y | +145.1% | +421.5% | -276.4% | +95.2% |
| All | +3,843.9% | +8,767.1% | -4,923.1% | +2,440.5% |
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 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