+821.3%
VFC vs ZBRA
+8,965.3%
-8,144.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.2% |
| 7D | +0.8% | +2.6% | -1.7% | +0.2% |
| 30D | -11.9% | -6.4% | -5.6% | -10.6% |
| 3M | -20.2% | +51.3% | -71.4% | -28.2% |
| 6M | -23.0% | +60.5% | -83.5% | -31.9% |
| YTD | -26.2% | +45.2% | -71.4% | -33.3% |
| 1Y | -13.3% | +12.3% | -25.7% | -16.7% |
| 3Y | -25.5% | +37.5% | -63.0% | -30.2% |
| 5Y | -78.1% | -39.2% | -38.9% | -76.5% |
| 10Y | -68.8% | +417.0% | -485.8% | -76.5% |
| All | +821.3% | +8,965.3% | -8,144.0% | +366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling