+513.3%
XRT vs ZBRA
+966.9%
-453.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +0.8% | +1.8% | -1.0% | +0.1% |
| 30D | -4.2% | -1.7% | -2.5% | -3.7% |
| 3M | +5.1% | +47.8% | -42.7% | -11.7% |
| 6M | +2.4% | +56.7% | -54.3% | -16.7% |
| YTD | +3.2% | +49.4% | -46.2% | -15.2% |
| 1Y | +1.5% | +16.5% | -15.0% | -8.5% |
| 3Y | +40.6% | +31.5% | +9.1% | +15.9% |
| 5Y | -1.0% | -38.6% | +37.6% | +6.5% |
| 10Y | +128.4% | +421.0% | -292.5% | -4.0% |
| All | +513.3% | +966.9% | -453.6% | +26.8% |
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