+24.4%
USB vs ZBRA
-44.1%
+68.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +5.7% | -15.6% | +21.3% | +11.0% |
| 3M | -4.7% | -14.5% | +9.8% | -0.5% |
| 6M | +13.4% | +50.9% | -37.5% | -3.8% |
| YTD | +17.0% | +34.8% | -17.8% | +2.3% |
| 1Y | +32.4% | +28.3% | +4.0% | +17.8% |
| 3Y | +101.7% | +58.8% | +42.9% | +61.1% |
| 5Y | +24.4% | -44.0% | +68.5% | +26.9% |
| All | +24.4% | -44.1% | +68.5% | +26.9% |
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