+402.8%
VUG vs ZBRA
+382.3%
+20.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | -6.3% | -14.0% | +7.8% | -1.7% |
| 3M | -6.0% | -14.7% | +8.6% | -1.4% |
| 6M | -3.5% | +31.3% | -34.8% | -14.0% |
| YTD | +3.9% | +33.4% | -29.5% | -9.1% |
| 1Y | +5.1% | +34.1% | -29.0% | -8.4% |
| 3Y | +77.9% | +59.9% | +18.0% | +38.5% |
| 5Y | +62.4% | -45.3% | +107.7% | +79.7% |
| All | +402.8% | +382.3% | +20.6% | +213.8% |
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