+631.5%
XLU vs ZBRA
+2,728.1%
-2,096.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.5% |
| 7D | -1.6% | -3.4% | +1.8% | -1.2% |
| 30D | -3.3% | -7.4% | +4.1% | -2.4% |
| 3M | -3.2% | +57.5% | -60.7% | -9.4% |
| 6M | -7.0% | +64.0% | -70.9% | -13.8% |
| YTD | +0.6% | +44.3% | -43.7% | -5.5% |
| 1Y | +2.4% | +10.9% | -8.4% | -0.6% |
| 3Y | +46.3% | +37.5% | +8.7% | +35.1% |
| 5Y | +44.0% | -39.7% | +83.6% | +45.8% |
| 10Y | +140.1% | +429.9% | -289.8% | +76.2% |
| All | +631.5% | +2,728.1% | -2,096.6% | +288.1% |
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