+552.8%
XLP vs ZBRA
+2,499.3%
-1,946.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | -10.9% | +11.6% | +2.0% |
| 30D | +10.3% | -16.6% | +26.8% | +12.4% |
| 3M | +6.5% | -11.6% | +18.1% | +7.8% |
| 6M | +8.4% | +40.2% | -31.8% | +3.5% |
| YTD | +18.2% | +32.6% | -14.4% | +13.2% |
| 1Y | +22.4% | +24.7% | -2.3% | +18.0% |
| 3Y | +41.9% | +56.3% | -14.4% | +30.6% |
| 5Y | +40.9% | -47.0% | +87.9% | +44.3% |
| 10Y | +128.4% | +411.4% | -283.0% | +78.8% |
| All | +552.8% | +2,499.3% | -1,946.5% | +322.4% |
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