+44.0%
XLP vs ZBRA
-45.5%
+89.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | +7.3% | -14.0% | +21.3% | +8.6% |
| 3M | +8.1% | -14.7% | +22.7% | +9.4% |
| 6M | +10.5% | +31.3% | -20.8% | +7.1% |
| YTD | +21.2% | +33.4% | -12.3% | +16.8% |
| 1Y | +22.7% | +34.1% | -11.4% | +18.2% |
| 3Y | +44.8% | +59.9% | -15.1% | +31.8% |
| All | +44.0% | -45.5% | +89.5% | +49.3% |
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