+172.1%
NXT vs ZBRA
+8.8%
+163.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.2% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | -20.0% | -7.4% | -12.6% | -17.8% |
| 3M | -30.7% | +57.5% | -88.3% | -42.2% |
| 6M | -29.0% | +64.0% | -92.9% | -41.6% |
| YTD | -4.8% | +44.3% | -49.1% | -18.9% |
| 1Y | +22.8% | +10.9% | +11.9% | +14.8% |
| 3Y | +93.9% | +37.5% | +56.4% | +56.3% |
| All | +172.1% | +8.8% | +163.4% | +135.8% |
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