+24.5%
Q vs ZBRA
+3.9%
+20.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.5% | -4.2% |
| 7D | +1.2% | +0.6% | +0.5% | +1.0% |
| 30D | -2.7% | -14.0% | +11.4% | +2.6% |
| 3M | -16.9% | -14.7% | -2.3% | -12.3% |
| 6M | -26.9% | +31.3% | -58.2% | -34.9% |
| YTD | +45.2% | +33.4% | +11.8% | +22.8% |
| 1Y | +38.1% | +34.1% | +4.0% | +17.5% |
| All | +24.5% | +3.9% | +20.6% | +11.2% |
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 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