+995.4%
TER vs ZBRA
+382.3%
+613.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.5% |
| 7D | +14.4% | +0.6% | +13.7% | +14.0% |
| 30D | -30.6% | -14.0% | -16.5% | -24.4% |
| 3M | -39.2% | -14.7% | -24.5% | -33.6% |
| 6M | -31.3% | +31.3% | -62.6% | -42.6% |
| YTD | +29.1% | +33.4% | -4.4% | +5.1% |
| 1Y | +47.4% | +34.1% | +13.3% | +19.8% |
| 3Y | +191.2% | +59.9% | +131.3% | +111.8% |
| 5Y | +74.0% | -45.3% | +119.2% | +118.1% |
| All | +995.4% | +382.3% | +613.1% | +518.7% |
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 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