+328.2%
NSC vs ZBRA
+425.5%
-97.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.4% | -3.8% | +2.4% | -0.3% |
| 30D | -3.4% | -10.2% | +6.8% | -0.4% |
| 3M | +5.1% | +58.7% | -53.6% | -10.2% |
| 6M | +9.2% | +61.9% | -52.7% | -8.0% |
| YTD | +13.4% | +41.7% | -28.3% | -1.1% |
| 1Y | +20.8% | +12.4% | +8.4% | +12.5% |
| 3Y | +76.1% | +34.2% | +41.9% | +48.6% |
| 5Y | +45.3% | -40.8% | +86.0% | +55.5% |
| All | +328.2% | +425.5% | -97.3% | +140.3% |
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