+838.8%
VFC vs ZBRA
+9,227.6%
-8,388.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | -1.6% | +1.8% | -3.4% | -2.0% |
| 30D | -11.6% | -1.7% | -9.9% | -11.3% |
| 3M | -18.1% | +47.8% | -65.9% | -26.0% |
| 6M | -27.4% | +56.7% | -84.1% | -35.3% |
| YTD | -24.8% | +49.4% | -74.2% | -32.5% |
| 1Y | -8.2% | +16.5% | -24.8% | -12.5% |
| 3Y | -29.1% | +31.5% | -60.6% | -33.1% |
| 5Y | -79.2% | -38.6% | -40.6% | -77.7% |
| 10Y | -68.1% | +421.0% | -489.1% | -76.1% |
| All | +838.8% | +9,227.6% | -8,388.8% | +372.4% |
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 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