+196.7%
W vs ZBRA
+376.7%
-180.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.9% |
| 7D | +0.2% | +0.6% | -0.5% | -0.2% |
| 30D | +6.8% | -14.0% | +20.8% | +17.9% |
| 3M | +10.7% | -14.7% | +25.3% | +22.1% |
| 6M | +86.3% | +31.3% | +55.0% | +54.2% |
| YTD | +11.5% | +33.4% | -22.0% | -11.5% |
| 1Y | +5.1% | +34.1% | -29.0% | -17.0% |
| 3Y | +171.0% | +59.9% | +111.1% | +92.0% |
| 5Y | -56.6% | -45.3% | -11.4% | -41.5% |
| 10Y | +213.4% | +384.4% | -171.0% | +96.9% |
| All | +196.7% | +376.7% | -180.0% | +101.8% |
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 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