+34.1%
XLP vs ZBRA
-38.9%
+73.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | -0.9% | -1.7% | +0.8% | -0.8% |
| 3M | +3.8% | +47.8% | -44.0% | -0.3% |
| 6M | -1.7% | +56.7% | -58.5% | -6.3% |
| YTD | +10.3% | +49.4% | -39.1% | +5.4% |
| 1Y | +7.8% | +16.5% | -8.7% | +5.4% |
| 3Y | +27.2% | +31.5% | -4.3% | +19.8% |
| All | +34.1% | -38.9% | +73.0% | +38.6% |
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 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