+414.3%
VUG vs ZBRA
+435.2%
-20.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | -1.0% | -7.4% | +6.4% | +1.5% |
| 3M | +3.5% | +57.5% | -54.0% | -12.7% |
| 6M | +14.2% | +64.0% | -49.8% | -5.8% |
| YTD | +8.5% | +44.3% | -35.8% | -7.3% |
| 1Y | +12.9% | +10.9% | +2.0% | +5.1% |
| 3Y | +85.6% | +37.5% | +48.1% | +53.3% |
| 5Y | +78.1% | -39.7% | +117.8% | +90.8% |
| All | +414.3% | +435.2% | -20.9% | +206.9% |
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