-47.6%
S vs ZBRA
-40.7%
-6.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.3% | -4.6% |
| 7D | +4.1% | -1.2% | +5.2% | +4.9% |
| 30D | -7.2% | -17.8% | +10.6% | +3.6% |
| 3M | 0.0% | -16.0% | +16.0% | +10.2% |
| 6M | +41.6% | +31.4% | +10.2% | +17.0% |
| YTD | +48.6% | +30.9% | +17.7% | +19.3% |
| 1Y | +30.0% | +24.3% | +5.7% | +7.7% |
| 3Y | +42.2% | +54.2% | -12.0% | -8.4% |
| 5Y | -70.8% | -46.3% | -24.5% | -52.2% |
| All | -47.6% | -40.7% | -6.9% | -17.8% |
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