-70.6%
S vs ZBRA
-39.1%
-31.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.7% |
| 7D | -5.8% | +2.6% | -8.4% | -7.2% |
| 30D | -9.2% | -6.4% | -2.8% | -5.7% |
| 3M | +23.4% | +51.3% | -27.9% | -5.7% |
| 6M | +36.9% | +60.5% | -23.6% | -0.8% |
| YTD | +29.5% | +45.2% | -15.7% | -1.7% |
| 1Y | +5.4% | +12.3% | -6.9% | -6.7% |
| 3Y | +14.7% | +37.5% | -22.8% | -17.9% |
| All | -70.6% | -39.1% | -31.5% | -50.7% |
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