+102.9%
XLP vs ZBRA
+411.1%
-308.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | -1.4% | +2.6% | -4.0% | -1.8% |
| 30D | -1.3% | -6.4% | +5.1% | -0.5% |
| 3M | +1.8% | +51.3% | -49.4% | -4.3% |
| 6M | -0.8% | +60.5% | -61.3% | -7.8% |
| YTD | +9.5% | +45.2% | -35.7% | +2.9% |
| 1Y | +7.2% | +12.3% | -5.2% | +4.0% |
| 3Y | +27.1% | +37.5% | -10.4% | +16.4% |
| 5Y | +32.0% | -39.2% | +71.2% | +35.7% |
| 10Y | +102.9% | +417.0% | -314.1% | +50.2% |
| All | +102.9% | +411.1% | -308.2% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling