+119.9%
XRT vs ZBRA
+425.5%
-305.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.6% | -3.8% | +0.2% | -2.2% |
| 30D | -6.7% | -10.2% | +3.5% | -3.2% |
| 3M | -1.4% | +58.7% | -60.1% | -18.3% |
| 6M | +1.7% | +61.9% | -60.2% | -17.2% |
| YTD | -1.5% | +41.7% | -43.1% | -16.4% |
| 1Y | -2.5% | +12.4% | -14.8% | -10.2% |
| 3Y | +39.9% | +34.2% | +5.7% | +15.6% |
| 5Y | -2.6% | -40.8% | +38.1% | +5.1% |
| All | +119.9% | +425.5% | -305.6% | +29.8% |
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