+448.5%
XYL vs ZBRA
+936.9%
-488.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.8% | +3.8% |
| 7D | +1.8% | +2.6% | -0.8% | +1.0% |
| 30D | -9.2% | -6.4% | -2.9% | -7.6% |
| 3M | -0.3% | +51.3% | -51.5% | -13.1% |
| 6M | -11.0% | +60.5% | -71.5% | -24.3% |
| YTD | -19.2% | +45.2% | -64.4% | -29.6% |
| 1Y | -21.2% | +12.3% | -33.6% | -26.3% |
| 3Y | +18.6% | +37.5% | -18.9% | +0.8% |
| 5Y | -14.3% | -39.2% | +24.9% | -9.7% |
| 10Y | +141.0% | +417.0% | -276.0% | +38.9% |
| All | +448.5% | +936.9% | -488.4% | +132.2% |
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