-22.4%
VFC vs ZBRA
+33.8%
-56.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.7% |
| 7D | -2.3% | -1.8% | -0.6% | -1.2% |
| 30D | -13.4% | -8.8% | -4.6% | -8.0% |
| 3M | -23.7% | +47.2% | -70.9% | -44.7% |
| 6M | -24.5% | +61.3% | -85.8% | -49.9% |
| YTD | -27.8% | +42.0% | -69.8% | -48.1% |
| 1Y | -13.5% | +10.5% | -23.9% | -23.1% |
| All | -22.4% | +33.8% | -56.2% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling