+57.8%
T vs ZBRA
-45.5%
+103.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | -3.8% | -14.0% | +10.3% | -3.2% |
| 3M | -8.7% | -14.7% | +5.9% | -8.2% |
| 6M | -8.1% | +31.3% | -39.4% | -10.0% |
| YTD | -6.4% | +33.4% | -39.9% | -8.7% |
| 1Y | -9.8% | +34.1% | -43.9% | -12.0% |
| 3Y | +65.5% | +59.9% | +5.6% | +51.6% |
| All | +57.8% | -45.5% | +103.3% | +54.6% |
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