+55.6%
VFC vs ZBRA
+25.3%
+30.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | +21.5% | -13.6% | +35.1% | +27.4% |
| 30D | +46.7% | -11.5% | +58.2% | +52.3% |
| 3M | +38.4% | -9.9% | +48.3% | +42.6% |
| 6M | +15.2% | +48.6% | -33.4% | -7.6% |
| YTD | +17.8% | +36.9% | -19.1% | -4.3% |
| 1Y | +55.6% | +27.7% | +27.9% | +38.4% |
| All | +55.6% | +25.3% | +30.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling