+228.4%
UNH vs ZBRA
+435.2%
-206.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.7% |
| 7D | -4.5% | -3.4% | -1.1% | -4.0% |
| 30D | -6.5% | -7.4% | +0.9% | -5.4% |
| 3M | -6.0% | +57.5% | -63.5% | -14.0% |
| 6M | +33.7% | +64.0% | -30.3% | +20.9% |
| YTD | +16.4% | +44.3% | -27.9% | +7.4% |
| 1Y | +10.1% | +10.9% | -0.8% | +6.1% |
| 3Y | -16.3% | +37.5% | -53.8% | -25.6% |
| 5Y | +2.1% | -39.7% | +41.8% | +8.6% |
| All | +228.4% | +435.2% | -206.9% | +110.6% |
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