+91.7%
USB vs ZBRA
+402.8%
-311.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | -10.9% | +10.9% | +3.7% |
| 30D | +5.8% | -16.6% | +22.4% | +12.0% |
| 3M | -6.0% | -11.6% | +5.6% | -2.5% |
| 6M | +7.8% | +40.2% | -32.4% | -7.0% |
| YTD | +14.6% | +32.6% | -18.0% | 0.0% |
| 1Y | +31.8% | +24.7% | +7.1% | +17.4% |
| 3Y | +91.5% | +56.3% | +35.2% | +52.1% |
| 5Y | +22.0% | -47.0% | +69.0% | +35.8% |
| All | +91.7% | +402.8% | -311.1% | +17.0% |
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