+159.8%
XLB vs ZBRA
+435.2%
-275.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.2% |
| 7D | -2.8% | -3.4% | +0.6% | -1.9% |
| 30D | -3.1% | -7.4% | +4.3% | -1.0% |
| 3M | -0.2% | +57.5% | -57.7% | -13.7% |
| 6M | +3.1% | +64.0% | -60.9% | -12.7% |
| YTD | +13.3% | +44.3% | -31.0% | -1.0% |
| 1Y | +12.0% | +10.9% | +1.2% | +5.4% |
| 3Y | +31.4% | +37.5% | -6.1% | +11.0% |
| 5Y | +33.9% | -39.7% | +73.6% | +41.7% |
| All | +159.8% | +435.2% | -275.4% | +52.8% |
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