-35.7%
U vs ZBRA
+36.9%
-72.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.6% | +3.1% |
| 7D | +5.5% | -3.4% | +8.9% | +8.2% |
| 30D | -1.3% | -7.4% | +6.1% | +4.4% |
| 3M | +64.6% | +57.5% | +7.1% | +9.5% |
| 6M | +119.4% | +64.0% | +55.4% | +37.3% |
| YTD | -0.5% | +44.3% | -44.8% | -31.5% |
| 1Y | +1.3% | +10.9% | -9.6% | -13.0% |
| 3Y | +15.6% | +37.5% | -21.9% | -24.7% |
| 5Y | -67.5% | -39.7% | -27.8% | -58.8% |
| All | -35.7% | +36.9% | -72.6% | -56.3% |
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