+1,093.3%
XLI vs ZBRA
+2,683.4%
-1,590.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -6.9% | -8.8% | +1.9% | -4.7% |
| 3M | -1.9% | +47.2% | -49.2% | -12.6% |
| 6M | +1.0% | +61.3% | -60.3% | -12.6% |
| YTD | +11.3% | +42.0% | -30.7% | -0.9% |
| 1Y | +15.8% | +10.5% | +5.3% | +9.6% |
| 3Y | +69.8% | +34.5% | +35.3% | +48.2% |
| 5Y | +80.9% | -40.3% | +121.2% | +89.0% |
| 10Y | +257.2% | +421.5% | -164.3% | +106.2% |
| All | +1,093.3% | +2,683.4% | -1,590.1% | +332.6% |
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 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