+163.6%
W vs ZBRA
+433.7%
-270.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.5% |
| 7D | -4.2% | +1.8% | -5.9% | -5.2% |
| 30D | -7.6% | -1.7% | -5.9% | -6.8% |
| 3M | +37.2% | +47.8% | -10.6% | +6.0% |
| 6M | +26.3% | +56.7% | -30.4% | -7.7% |
| YTD | -1.0% | +49.4% | -50.4% | -26.7% |
| 1Y | +20.1% | +16.5% | +3.5% | +2.5% |
| 3Y | +37.8% | +31.5% | +6.3% | +10.8% |
| 5Y | -63.7% | -38.6% | -25.1% | -54.5% |
| 10Y | +156.3% | +421.0% | -264.6% | +51.5% |
| All | +163.6% | +433.7% | -270.1% | +67.1% |
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