+89.2%
USB vs ZBRA
+410.7%
-321.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.0% |
| 7D | +0.8% | -9.5% | +10.3% | +4.0% |
| 30D | +6.8% | -15.6% | +22.4% | +12.6% |
| 3M | -3.8% | -13.2% | +9.4% | +0.4% |
| 6M | +11.7% | +44.5% | -32.8% | -4.5% |
| YTD | +17.5% | +34.5% | -17.1% | +2.0% |
| 1Y | +33.8% | +25.9% | +7.9% | +18.9% |
| 3Y | +104.2% | +61.3% | +42.9% | +60.6% |
| 5Y | +26.4% | -45.2% | +71.6% | +39.0% |
| 10Y | +89.2% | +386.5% | -297.3% | +17.8% |
| All | +89.2% | +410.7% | -321.5% | +17.8% |
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