+33.4%
XLB vs ZBRA
-40.9%
+74.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.5% | -3.8% | +0.2% | -2.6% |
| 30D | -4.7% | -10.2% | +5.5% | -2.2% |
| 3M | +2.7% | +58.7% | -56.0% | -9.8% |
| 6M | +2.6% | +61.9% | -59.3% | -11.0% |
| YTD | +12.8% | +41.7% | -28.8% | +0.8% |
| 1Y | +14.0% | +12.4% | +1.6% | +7.9% |
| 3Y | +31.5% | +34.2% | -2.7% | +13.7% |
| 5Y | +33.4% | -40.8% | +74.2% | +41.9% |
| All | +33.4% | -40.9% | +74.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling