+10.5%
ZBRA vs FIVE
+64.7%
-54.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -8.8% | +5.0% | -13.8% | -10.5% |
| 3M | +47.2% | +29.5% | +17.7% | +34.8% |
| 6M | +61.3% | +12.4% | +48.9% | +52.3% |
| YTD | +42.0% | +31.2% | +10.8% | +22.9% |
| 1Y | +10.5% | +72.9% | -62.4% | -17.5% |
| All | +10.5% | +64.7% | -54.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling