+412.9%
XLF vs ZBRA
+2,683.4%
-2,270.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -1.0% | -1.8% | +0.7% | -0.5% |
| 30D | -1.3% | -8.8% | +7.5% | +1.3% |
| 3M | +9.1% | +47.2% | -38.1% | -4.3% |
| 6M | +14.4% | +61.3% | -46.9% | -3.1% |
| YTD | +5.1% | +42.0% | -36.9% | -8.1% |
| 1Y | +8.6% | +10.5% | -1.8% | +1.8% |
| 3Y | +74.4% | +34.5% | +39.9% | +48.2% |
| 5Y | +64.4% | -40.3% | +104.6% | +72.0% |
| 10Y | +251.6% | +421.5% | -169.9% | +79.9% |
| All | +412.9% | +2,683.4% | -2,270.5% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling