+1,106.7%
XLY vs ZBRA
+2,728.1%
-1,621.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.4% |
| 7D | -1.7% | -3.4% | +1.7% | -0.8% |
| 30D | -4.2% | -7.4% | +3.2% | -2.3% |
| 3M | -2.7% | +57.5% | -60.2% | -15.2% |
| 6M | -0.6% | +64.0% | -64.6% | -14.9% |
| YTD | -5.0% | +44.3% | -49.3% | -16.2% |
| 1Y | -4.1% | +10.9% | -15.0% | -9.5% |
| 3Y | +33.6% | +37.5% | -3.9% | +15.9% |
| 5Y | +28.7% | -39.7% | +68.4% | +35.5% |
| 10Y | +219.6% | +429.9% | -210.3% | +89.6% |
| All | +1,106.7% | +2,728.1% | -1,621.4% | +365.1% |
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