+634.6%
P vs ZBRA
+382.3%
+252.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.9% |
| 7D | +11.6% | +0.6% | +11.0% | +11.2% |
| 30D | -23.7% | -14.0% | -9.6% | -17.8% |
| 3M | -8.0% | -14.7% | +6.7% | -0.6% |
| 6M | +27.9% | +31.3% | -3.4% | +9.6% |
| YTD | +61.2% | +33.4% | +27.7% | +33.8% |
| 1Y | +28.6% | +34.1% | -5.5% | +6.1% |
| 3Y | +200.5% | +59.9% | +140.6% | +124.2% |
| 5Y | +282.9% | -45.3% | +328.2% | +367.4% |
| All | +634.6% | +382.3% | +252.3% | +248.1% |
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