-40.3%
ZBRA vs FDS
-23.5%
-16.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.8% |
| 7D | -1.8% | -8.8% | +7.0% | +1.9% |
| 30D | -8.8% | -1.4% | -7.4% | -8.6% |
| 3M | +47.2% | +13.9% | +33.4% | +37.8% |
| 6M | +61.3% | +27.4% | +33.9% | +40.6% |
| YTD | +42.0% | -2.5% | +44.5% | +41.7% |
| 1Y | +10.5% | -23.8% | +34.2% | +26.5% |
| 3Y | +34.5% | -32.5% | +67.0% | +62.1% |
| 5Y | -40.3% | -23.2% | -17.1% | -25.4% |
| All | -40.3% | -23.5% | -16.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling