-46.3%
ZBRA vs FDS
-23.2%
-23.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -1.2% | -2.6% | +1.4% | -0.2% |
| 30D | -17.8% | +14.1% | -31.8% | -22.1% |
| 3M | -16.0% | +19.8% | -35.8% | -22.6% |
| 6M | +31.4% | +55.0% | -23.5% | +6.1% |
| YTD | +30.9% | +15.9% | +15.0% | +21.3% |
| 1Y | +24.3% | +24.2% | +0.1% | +9.8% |
| 3Y | +54.2% | -24.0% | +78.2% | +80.9% |
| 5Y | -46.3% | -23.3% | -23.0% | -36.5% |
| All | -46.3% | -23.2% | -23.1% | -36.5% |
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