+558.7%
XLP vs ZBRA
+2,537.1%
-1,978.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +0.1% | -9.5% | +9.6% | +1.1% |
| 30D | +8.9% | -15.6% | +24.6% | +10.9% |
| 3M | +7.5% | -13.2% | +20.7% | +9.0% |
| 6M | +9.4% | +44.5% | -35.1% | +4.2% |
| YTD | +19.3% | +34.5% | -15.3% | +14.0% |
| 1Y | +21.7% | +25.9% | -4.1% | +17.2% |
| 3Y | +44.0% | +61.3% | -17.4% | +32.0% |
| 5Y | +42.8% | -45.2% | +87.9% | +45.7% |
| 10Y | +128.8% | +386.5% | -257.8% | +80.0% |
| All | +558.7% | +2,537.1% | -1,978.4% | +325.5% |
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