+125.6%
ULTA vs ZBRA
+435.2%
-309.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.2% | +1.5% |
| 7D | -3.1% | -3.4% | +0.3% | -2.0% |
| 30D | +2.8% | -7.4% | +10.2% | +5.3% |
| 3M | +14.8% | +57.5% | -42.7% | -2.8% |
| 6M | -16.2% | +64.0% | -80.2% | -30.6% |
| YTD | -9.6% | +44.3% | -53.9% | -22.5% |
| 1Y | +4.8% | +10.9% | -6.1% | -2.3% |
| 3Y | +30.7% | +37.5% | -6.8% | +8.9% |
| 5Y | +45.9% | -39.7% | +85.5% | +58.6% |
| All | +125.6% | +435.2% | -309.7% | +36.1% |
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