+536.2%
XRT vs ZBRA
+834.8%
-298.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | -0.4% | -1.2% | +0.7% | 0.0% |
| 30D | +7.5% | -17.8% | +25.3% | +15.5% |
| 3M | +2.3% | -16.0% | +18.3% | +8.8% |
| 6M | +12.8% | +31.4% | -18.6% | -1.6% |
| YTD | +7.1% | +30.9% | -23.8% | -7.8% |
| 1Y | +12.3% | +24.3% | -12.0% | -1.4% |
| 3Y | +57.0% | +54.2% | +2.9% | +21.0% |
| 5Y | -4.3% | -46.3% | +42.0% | +8.2% |
| 10Y | +136.7% | +375.2% | -238.5% | +2.7% |
| All | +536.2% | +834.8% | -298.6% | +37.8% |
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 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