+32.5%
XLB vs ZBRA
+33.8%
-1.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -2.9% | -1.8% | -1.2% | -2.6% |
| 30D | -3.4% | -8.8% | +5.4% | -1.5% |
| 3M | +1.6% | +47.2% | -45.6% | -7.6% |
| 6M | +3.6% | +61.3% | -57.7% | -8.3% |
| YTD | +14.2% | +42.0% | -27.8% | +3.6% |
| 1Y | +15.6% | +10.5% | +5.1% | +11.2% |
| All | +32.5% | +33.8% | -1.2% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling