+1,851.9%
TER vs ZBRA
+435.2%
+1,416.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.7% | +1.5% |
| 7D | +6.4% | -3.4% | +9.8% | +8.3% |
| 30D | -5.7% | -7.4% | +1.7% | -1.6% |
| 3M | -0.4% | +57.5% | -57.9% | -24.7% |
| 6M | +25.8% | +64.0% | -38.1% | -7.3% |
| YTD | +96.4% | +44.3% | +52.1% | +53.3% |
| 1Y | +229.2% | +10.9% | +218.4% | +197.7% |
| 3Y | +288.1% | +37.5% | +250.6% | +205.3% |
| 5Y | +219.9% | -39.7% | +259.6% | +279.3% |
| All | +1,851.9% | +435.2% | +1,416.7% | +937.5% |
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