+14.9%
XYL vs ZBRA
+35.9%
-21.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.1% |
| 7D | +1.2% | -3.4% | +4.6% | +2.0% |
| 30D | -11.9% | -7.4% | -4.5% | -10.4% |
| 3M | -1.5% | +57.5% | -59.1% | -13.4% |
| 6M | -11.9% | +64.0% | -75.9% | -23.9% |
| YTD | -20.6% | +44.3% | -64.9% | -29.3% |
| 1Y | -23.5% | +10.9% | -34.4% | -27.2% |
| 3Y | +14.9% | +37.5% | -22.7% | +0.5% |
| All | +14.9% | +35.9% | -21.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling