-53.5%
S vs ZBRA
-34.6%
-18.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -1.3% |
| 7D | -0.7% | -3.4% | +2.8% | +1.3% |
| 30D | -11.4% | -7.4% | -4.0% | -7.5% |
| 3M | +33.8% | +57.5% | -23.7% | -0.1% |
| 6M | +39.5% | +64.0% | -24.5% | -0.3% |
| YTD | +31.7% | +44.3% | -12.6% | +0.2% |
| 1Y | +7.0% | +10.9% | -3.9% | -4.6% |
| 3Y | +11.8% | +37.5% | -25.8% | -20.1% |
| 5Y | -69.0% | -39.7% | -29.4% | -51.7% |
| All | -53.5% | -34.6% | -18.9% | -31.0% |
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