-48.6%
VFC vs ZBRA
+382.3%
-430.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +25.5% | -14.0% | +39.5% | +34.4% |
| 3M | +41.3% | -14.7% | +55.9% | +51.8% |
| 6M | +22.2% | +31.3% | -9.1% | +2.6% |
| YTD | +16.4% | +33.4% | -17.0% | -4.4% |
| 1Y | +38.4% | +34.1% | +4.3% | +13.8% |
| 3Y | +56.2% | +59.9% | -3.7% | +23.1% |
| 5Y | -68.2% | -45.3% | -22.9% | -63.2% |
| All | -48.6% | +382.3% | -430.9% | -64.4% |
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 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