+144.1%
UMC vs ZBRA
-40.4%
+184.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.7% |
| 7D | +9.0% | -3.4% | +12.4% | +10.2% |
| 30D | +17.2% | -7.4% | +24.6% | +20.3% |
| 3M | +11.4% | +57.5% | -46.1% | -6.8% |
| 6M | +137.5% | +64.0% | +73.5% | +95.4% |
| YTD | +193.1% | +44.3% | +148.8% | +148.3% |
| 1Y | +240.3% | +10.9% | +229.4% | +216.4% |
| 3Y | +262.2% | +37.5% | +224.7% | +186.5% |
| All | +144.1% | -40.4% | +184.5% | +195.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling