+64.4%
UL vs ZBRA
+435.2%
-370.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -3.4% | -3.4% | 0.0% | -3.0% |
| 30D | +0.5% | -7.4% | +7.9% | +1.3% |
| 3M | +7.2% | +57.5% | -50.3% | +1.2% |
| 6M | -3.1% | +64.0% | -67.0% | -9.3% |
| YTD | -2.7% | +44.3% | -47.0% | -7.8% |
| 1Y | -10.2% | +10.9% | -21.1% | -12.4% |
| 3Y | +20.3% | +37.5% | -17.3% | +11.3% |
| 5Y | +19.9% | -39.7% | +59.6% | +23.4% |
| All | +64.4% | +435.2% | -370.9% | +16.7% |
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