+45.2%
PL vs ZBRA
-34.4%
+79.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.5% | +13.0% | +13.7% |
| 7D | +10.9% | -9.5% | +20.4% | +16.7% |
| 30D | -16.4% | -15.6% | -0.7% | -8.4% |
| 3M | -39.9% | -13.2% | -26.7% | -35.4% |
| 6M | -63.2% | +44.5% | -107.7% | -71.3% |
| YTD | -27.1% | +34.5% | -61.7% | -42.5% |
| 1Y | +12.2% | +25.9% | -13.7% | -7.4% |
| 3Y | +584.3% | +61.3% | +523.0% | +393.4% |
| 5Y | +37.0% | -45.2% | +82.1% | +66.0% |
| All | +45.2% | -34.4% | +79.6% | +75.8% |
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