+215.2%
XLY vs ZBRA
+435.2%
-220.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.3% |
| 7D | -1.7% | -3.4% | +1.7% | -0.6% |
| 30D | -4.2% | -7.4% | +3.2% | -1.9% |
| 3M | -2.7% | +57.5% | -60.2% | -17.9% |
| 6M | -0.6% | +64.0% | -64.6% | -18.0% |
| YTD | -5.0% | +44.3% | -49.3% | -18.8% |
| 1Y | -4.1% | +10.9% | -15.0% | -10.7% |
| 3Y | +33.6% | +37.5% | -3.9% | +10.9% |
| 5Y | +28.7% | -39.7% | +68.4% | +36.6% |
| All | +215.2% | +435.2% | -220.0% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling