+604.5%
XYZ vs ZBRA
+407.5%
+197.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.5% |
| 7D | -3.7% | -1.8% | -1.9% | -2.6% |
| 30D | +0.5% | -8.8% | +9.3% | +6.7% |
| 3M | +16.3% | +47.2% | -31.0% | -13.3% |
| 6M | +21.1% | +61.3% | -40.2% | -16.5% |
| YTD | +22.0% | +42.0% | -20.0% | -10.7% |
| 1Y | +5.2% | +10.5% | -5.3% | -9.3% |
| 3Y | +49.6% | +34.5% | +15.1% | +5.3% |
| 5Y | -68.4% | -40.3% | -28.1% | -60.7% |
| 10Y | +604.5% | +421.5% | +183.0% | +228.3% |
| All | +604.5% | +407.5% | +197.0% | +228.3% |
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