+20,538.6%
VLO vs ZBRA
+9,227.6%
+11,311.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +5.2% | +1.8% | +3.4% | +4.8% |
| 30D | +22.6% | -1.7% | +24.3% | +23.0% |
| 3M | +43.8% | +47.8% | -4.0% | +30.4% |
| 6M | +65.7% | +56.7% | +9.0% | +47.4% |
| YTD | +131.1% | +49.4% | +81.7% | +106.5% |
| 1Y | +143.6% | +16.5% | +127.1% | +129.0% |
| 3Y | +201.4% | +31.5% | +169.9% | +170.0% |
| 5Y | +568.9% | -38.6% | +607.5% | +583.9% |
| 10Y | +891.8% | +421.0% | +470.9% | +544.2% |
| All | +20,538.6% | +9,227.6% | +11,311.0% | +9,152.7% |
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