+68.3%
T vs ZBRA
-40.9%
+109.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.4% | -3.8% | +1.3% | -2.3% |
| 30D | +4.3% | -10.2% | +14.5% | +4.8% |
| 3M | +11.6% | +58.7% | -47.1% | +8.3% |
| 6M | -5.6% | +61.9% | -67.5% | -8.7% |
| YTD | +6.6% | +41.7% | -35.1% | +3.9% |
| 1Y | -8.4% | +12.4% | -20.7% | -9.4% |
| 3Y | +107.8% | +34.2% | +73.7% | +96.7% |
| 5Y | +68.3% | -40.8% | +109.0% | +68.8% |
| All | +68.3% | -40.9% | +109.2% | +68.8% |
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 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