+16.5%
ZBRA vs FDS
-17.4%
+33.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.0% |
| 7D | +1.8% | -1.9% | +3.7% | +2.0% |
| 30D | -1.7% | +9.0% | -10.7% | -3.0% |
| 3M | +47.8% | +18.9% | +28.9% | +43.5% |
| 6M | +56.7% | +35.1% | +21.6% | +49.2% |
| YTD | +49.4% | +5.5% | +43.9% | +45.1% |
| 1Y | +16.5% | -16.8% | +33.4% | +10.1% |
| All | +16.5% | -17.4% | +33.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling