+414.4%
ZBRA vs FDS
+66.9%
+347.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +2.5% |
| 7D | -3.8% | -16.0% | +12.2% | +4.4% |
| 30D | -10.2% | -6.7% | -3.5% | -7.7% |
| 3M | +58.7% | +6.0% | +52.7% | +51.7% |
| 6M | +61.9% | +25.1% | +36.8% | +38.8% |
| YTD | +41.7% | -8.1% | +49.8% | +42.2% |
| 1Y | +12.4% | -26.0% | +38.4% | +25.7% |
| 3Y | +34.2% | -36.4% | +70.6% | +61.6% |
| 5Y | -40.8% | -27.7% | -13.0% | -33.7% |
| All | +414.4% | +66.9% | +347.5% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling