+143.7%
XLC vs ZBRA
+129.0%
+14.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.4% |
| 7D | +0.5% | -3.4% | +3.9% | +1.5% |
| 30D | +2.1% | -7.4% | +9.5% | +4.4% |
| 3M | +0.7% | +57.5% | -56.8% | -13.8% |
| 6M | -3.2% | +64.0% | -67.2% | -18.9% |
| YTD | -3.8% | +44.3% | -48.1% | -16.8% |
| 1Y | -2.0% | +10.9% | -12.9% | -8.3% |
| 3Y | +71.4% | +37.5% | +33.8% | +41.7% |
| 5Y | +40.7% | -39.7% | +80.3% | +50.7% |
| All | +143.7% | +129.0% | +14.7% | +56.9% |
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 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