-34.5%
UPS vs ZBRA
-40.9%
+6.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.4% | -3.8% | +0.4% | -2.5% |
| 30D | -2.7% | -10.2% | +7.4% | -0.2% |
| 3M | -1.6% | +58.7% | -60.3% | -14.1% |
| 6M | +2.3% | +61.9% | -59.6% | -11.7% |
| YTD | +5.6% | +41.7% | -36.1% | -6.1% |
| 1Y | +27.1% | +12.4% | +14.7% | +19.7% |
| 3Y | -26.3% | +34.2% | -60.5% | -36.7% |
| 5Y | -34.5% | -40.8% | +6.3% | -32.7% |
| All | -34.5% | -40.9% | +6.4% | -32.7% |
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 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