-1.6%
XLY vs ZBRA
+23.0%
-24.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.4% |
| 7D | +1.2% | -14.8% | +16.0% | +3.5% |
| 30D | +5.3% | -16.6% | +21.9% | +8.0% |
| 3M | -0.6% | -12.8% | +12.2% | +1.2% |
| 6M | +0.1% | +40.8% | -40.8% | -7.0% |
| YTD | -0.9% | +32.5% | -33.3% | -8.4% |
| 1Y | -1.6% | +20.8% | -22.4% | -5.7% |
| All | -1.6% | +23.0% | -24.6% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling