+38.4%
ZBRA vs FDS
-30.3%
+68.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.7% |
| 7D | +2.6% | -5.4% | +8.0% | +4.0% |
| 30D | -6.4% | +1.6% | -7.9% | -6.9% |
| 3M | +51.3% | +17.7% | +33.5% | +44.2% |
| 6M | +60.5% | +29.1% | +31.4% | +47.7% |
| YTD | +45.2% | +1.0% | +44.2% | +45.1% |
| 1Y | +12.3% | -21.6% | +34.0% | +25.0% |
| All | +38.4% | -30.3% | +68.7% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling