+12.0%
XLB vs ZBRA
+14.4%
-2.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.1% |
| 7D | -2.8% | -3.4% | +0.6% | -2.4% |
| 30D | -3.1% | -7.4% | +4.3% | -2.2% |
| 3M | -0.2% | +57.5% | -57.7% | -6.8% |
| 6M | +3.1% | +64.0% | -60.9% | -4.7% |
| YTD | +13.3% | +44.3% | -31.0% | +6.0% |
| 1Y | +12.0% | +10.9% | +1.2% | +7.8% |
| All | +12.0% | +14.4% | -2.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling