+37.5%
ZBRA vs FIVE
+50.7%
-13.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.5% |
| 30D | -7.4% | +2.7% | -10.1% | -8.4% |
| 3M | +57.5% | +21.1% | +36.4% | +48.0% |
| 6M | +64.0% | +11.9% | +52.1% | +56.2% |
| YTD | +44.3% | +29.9% | +14.4% | +30.8% |
| 1Y | +10.9% | +67.8% | -56.9% | -7.4% |
| 3Y | +37.5% | +52.8% | -15.3% | -3.9% |
| All | +37.5% | +50.7% | -13.2% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling