+4,535.6%
NSC vs ZBRA
+8,072.8%
-3,537.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +4.2% | -17.8% | +22.0% | +8.1% |
| 3M | -0.2% | -16.0% | +15.8% | +3.0% |
| 6M | +7.6% | +31.4% | -23.9% | +0.4% |
| YTD | +17.4% | +30.9% | -13.5% | +8.9% |
| 1Y | +18.3% | +24.3% | -6.0% | +10.8% |
| 3Y | +79.8% | +54.2% | +25.7% | +58.1% |
| 5Y | +34.3% | -46.3% | +80.6% | +41.3% |
| 10Y | +303.1% | +375.2% | -72.1% | +180.7% |
| All | +4,535.6% | +8,072.8% | -3,537.1% | +2,074.2% |
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