+46.2%
RF vs ZBRA
-45.3%
+91.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | -0.1% | -9.5% | +9.4% | +3.1% |
| 30D | +7.0% | -15.6% | +22.6% | +12.9% |
| 3M | -7.0% | -13.2% | +6.2% | -3.0% |
| 6M | +6.8% | +44.5% | -37.8% | -9.0% |
| YTD | +9.9% | +34.5% | -24.6% | -4.7% |
| 1Y | +21.1% | +25.9% | -4.8% | +7.6% |
| 3Y | +119.6% | +61.3% | +58.3% | +72.3% |
| 5Y | +46.2% | -45.2% | +91.3% | +54.6% |
| All | +46.2% | -45.3% | +91.5% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling