-39.2%
ZBRA vs FIVE
+38.7%
-77.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | +2.6% | +3.7% | -1.1% | +1.2% |
| 30D | -6.4% | +4.0% | -10.3% | -8.0% |
| 3M | +51.3% | +36.2% | +15.0% | +34.5% |
| 6M | +60.5% | +18.0% | +42.5% | +48.4% |
| YTD | +45.2% | +34.9% | +10.3% | +27.4% |
| 1Y | +12.3% | +67.9% | -55.6% | -9.5% |
| 3Y | +37.5% | +57.3% | -19.8% | +4.5% |
| 5Y | -39.2% | +39.5% | -78.7% | -52.6% |
| All | -39.2% | +38.7% | -77.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling