+1,455.3%
XLK vs ZBRA
+2,676.8%
-1,221.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | -3.8% | +3.4% | +0.9% |
| 30D | -0.5% | -10.2% | +9.7% | +3.2% |
| 3M | +5.0% | +58.7% | -53.7% | -11.8% |
| 6M | +32.9% | +61.9% | -29.1% | +10.0% |
| YTD | +29.0% | +41.7% | -12.7% | +10.9% |
| 1Y | +37.8% | +12.4% | +25.5% | +27.5% |
| 3Y | +118.7% | +34.2% | +84.5% | +84.1% |
| 5Y | +145.6% | -40.8% | +186.3% | +165.6% |
| 10Y | +791.5% | +420.3% | +371.2% | +343.4% |
| All | +1,455.3% | +2,676.8% | -1,221.5% | +257.0% |
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