+81.8%
XLI vs ZBRA
-40.4%
+122.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.6% |
| 7D | -1.7% | -3.4% | +1.8% | -0.8% |
| 30D | -7.3% | -7.4% | +0.1% | -5.5% |
| 3M | -1.3% | +57.5% | -58.9% | -13.2% |
| 6M | +2.2% | +64.0% | -61.7% | -11.6% |
| YTD | +11.7% | +44.3% | -32.6% | -0.7% |
| 1Y | +14.3% | +10.9% | +3.4% | +8.7% |
| 3Y | +70.3% | +37.5% | +32.8% | +47.9% |
| All | +81.8% | -40.4% | +122.2% | +96.2% |
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