-68.6%
XYZ vs ZBRA
-39.4%
-29.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.4% |
| 7D | +2.9% | +2.6% | +0.3% | +1.2% |
| 30D | +1.4% | -6.4% | +7.8% | +5.8% |
| 3M | +14.6% | +51.3% | -36.7% | -16.9% |
| 6M | +20.8% | +60.5% | -39.7% | -17.6% |
| YTD | +23.1% | +45.2% | -22.1% | -12.4% |
| 1Y | +5.6% | +12.3% | -6.7% | -9.5% |
| 3Y | +50.9% | +37.5% | +13.4% | -0.7% |
| 5Y | -68.6% | -39.2% | -29.4% | -55.8% |
| All | -68.6% | -39.4% | -29.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling