+389.6%
ZBRA vs FIVE
+535.9%
-146.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -15.6% | +17.4% | -33.0% | -20.2% |
| 3M | -14.5% | +7.0% | -21.6% | -17.0% |
| 6M | +50.9% | +20.5% | +30.5% | +39.7% |
| YTD | +34.8% | +33.1% | +1.7% | +19.7% |
| 1Y | +28.3% | +67.1% | -38.8% | +5.4% |
| 3Y | +58.8% | +41.9% | +16.9% | +27.5% |
| 5Y | -44.0% | +21.1% | -65.1% | -54.3% |
| 10Y | +389.6% | +518.8% | -129.2% | +192.6% |
| All | +389.6% | +535.9% | -146.3% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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