+4,498.1%
ZBRA vs FDS
+9,502.8%
-5,004.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.7% |
| 7D | +1.8% | -1.9% | +3.7% | +2.4% |
| 30D | -1.7% | +9.0% | -10.7% | -4.8% |
| 3M | +47.8% | +18.9% | +28.9% | +37.6% |
| 6M | +56.7% | +35.1% | +21.6% | +37.7% |
| YTD | +49.4% | +5.5% | +43.9% | +42.4% |
| 1Y | +16.5% | -16.8% | +33.4% | +19.7% |
| 3Y | +31.5% | -28.1% | +59.5% | +41.6% |
| 5Y | -38.6% | -17.4% | -21.2% | -36.7% |
| 10Y | +421.0% | +85.4% | +335.5% | +307.9% |
| All | +4,498.1% | +9,502.8% | -5,004.7% | +1,261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling