-62.3%
W vs ZBRA
-40.4%
-22.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +2.1% |
| 7D | +5.9% | -1.8% | +7.7% | +7.5% |
| 30D | -3.0% | -8.8% | +5.8% | +4.8% |
| 3M | +40.3% | +47.2% | -6.9% | -2.1% |
| 6M | +32.2% | +61.3% | -29.1% | -17.6% |
| YTD | -0.3% | +42.0% | -42.3% | -32.3% |
| 1Y | +16.2% | +10.5% | +5.7% | -3.4% |
| 3Y | +40.7% | +34.5% | +6.2% | -8.5% |
| 5Y | -62.3% | -40.3% | -22.1% | -55.0% |
| All | -62.3% | -40.4% | -22.0% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling