+64.3%
XLF vs ZBRA
-40.4%
+104.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.2% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | -1.2% | -7.4% | +6.2% | +0.5% |
| 3M | +9.2% | +57.5% | -48.3% | -3.3% |
| 6M | +16.3% | +64.0% | -47.6% | +1.3% |
| YTD | +5.4% | +44.3% | -38.9% | -5.6% |
| 1Y | +7.6% | +10.9% | -3.3% | +2.6% |
| 3Y | +74.2% | +37.5% | +36.7% | +51.3% |
| All | +64.3% | -40.4% | +104.6% | +77.7% |
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