+4,461.8%
NSC vs ZBRA
+8,164.1%
-3,702.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.0% |
| 7D | -3.4% | -2.5% | -1.0% | -2.9% |
| 30D | +3.6% | -17.0% | +20.6% | +7.3% |
| 3M | -1.4% | -15.0% | +13.6% | +1.6% |
| 6M | +6.0% | +42.2% | -36.2% | -2.8% |
| YTD | +15.5% | +32.4% | -16.9% | +7.0% |
| 1Y | +16.2% | +23.3% | -7.1% | +9.1% |
| 3Y | +76.9% | +55.9% | +21.1% | +55.3% |
| 5Y | +29.3% | -44.8% | +74.1% | +35.3% |
| 10Y | +298.3% | +371.4% | -73.1% | +177.7% |
| All | +4,461.8% | +8,164.1% | -3,702.3% | +2,035.2% |
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