+533.2%
XYZ vs ZBRA
+384.3%
+148.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.6% |
| 7D | -1.0% | +1.8% | -2.7% | -1.9% |
| 30D | -1.7% | -1.7% | 0.0% | -0.7% |
| 3M | +16.7% | +47.8% | -31.0% | -11.0% |
| 6M | +26.9% | +56.7% | -29.9% | -8.2% |
| YTD | +27.1% | +49.4% | -22.2% | -7.4% |
| 1Y | +9.3% | +16.5% | -7.3% | -7.5% |
| 3Y | +42.3% | +31.5% | +10.8% | +6.2% |
| 5Y | -69.3% | -38.6% | -30.7% | -63.4% |
| 10Y | +586.8% | +421.0% | +165.9% | +242.2% |
| All | +533.2% | +384.3% | +148.9% | +194.3% |
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 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