-38.0%
VG vs ZBRA
-15.9%
-22.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +5.0% | +2.9% |
| 7D | -2.5% | +2.6% | -5.1% | -3.3% |
| 30D | +11.1% | -6.4% | +17.4% | +13.0% |
| 3M | +14.9% | +51.3% | -36.4% | -4.2% |
| 6M | +18.4% | +60.5% | -42.1% | -5.6% |
| YTD | +116.6% | +45.2% | +71.4% | +77.6% |
| 1Y | +9.4% | +12.3% | -3.0% | +6.7% |
| All | -38.0% | -15.9% | -22.2% | -26.0% |
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