-5.8%
XLC vs ZBRA
+25.3%
-31.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +1.8% | -13.6% | +15.3% | +2.9% |
| 30D | -6.0% | -11.5% | +5.5% | -5.1% |
| 3M | -6.0% | -9.9% | +3.9% | -5.4% |
| 6M | -9.1% | +48.6% | -57.7% | -13.0% |
| YTD | -10.0% | +36.9% | -46.9% | -13.9% |
| 1Y | -5.8% | +27.7% | -33.5% | -8.6% |
| All | -5.8% | +25.3% | -31.1% | -8.6% |
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