+90.1%
RF vs ZBRA
-38.9%
+129.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | +1.3% | +1.8% | -0.5% | +0.7% |
| 30D | -3.6% | -1.7% | -1.9% | -3.1% |
| 3M | +8.1% | +47.8% | -39.7% | -7.1% |
| 6M | +11.5% | +56.7% | -45.3% | -6.9% |
| YTD | +15.6% | +49.4% | -33.8% | -2.5% |
| 1Y | +15.7% | +16.5% | -0.9% | +6.2% |
| 3Y | +86.9% | +31.5% | +55.4% | +58.3% |
| All | +90.1% | -38.9% | +129.0% | +94.7% |
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