-68.5%
VFC vs ZBRA
+435.2%
-503.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.5% | +3.4% |
| 7D | -1.4% | -3.4% | +2.0% | +0.3% |
| 30D | -9.0% | -7.4% | -1.6% | -5.5% |
| 3M | -24.2% | +57.5% | -81.7% | -41.3% |
| 6M | -18.5% | +64.0% | -82.5% | -38.7% |
| YTD | -25.9% | +44.3% | -70.2% | -40.9% |
| 1Y | -13.0% | +10.9% | -23.9% | -20.4% |
| 3Y | -20.3% | +37.5% | -57.9% | -33.2% |
| 5Y | -78.1% | -39.7% | -38.4% | -75.8% |
| All | -68.5% | +435.2% | -503.8% | -79.3% |
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