+152.3%
W vs ZBRA
+425.5%
-273.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.5% |
| 7D | +0.5% | -3.8% | +4.3% | +3.4% |
| 30D | -5.6% | -10.2% | +4.6% | +2.2% |
| 3M | +41.9% | +58.7% | -16.8% | -0.5% |
| 6M | +30.2% | +61.9% | -31.7% | -12.1% |
| YTD | -2.9% | +41.7% | -44.6% | -29.1% |
| 1Y | +11.6% | +12.4% | -0.8% | -5.3% |
| 3Y | +37.0% | +34.2% | +2.8% | +2.2% |
| 5Y | -62.8% | -40.8% | -22.1% | -50.3% |
| All | +152.3% | +425.5% | -273.2% | +42.8% |
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