-44.0%
ZBRA vs FIVE
+19.0%
-63.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -15.6% | +17.4% | -33.0% | -20.5% |
| 3M | -14.5% | +7.0% | -21.6% | -17.2% |
| 6M | +50.9% | +20.5% | +30.5% | +38.9% |
| YTD | +34.8% | +33.1% | +1.7% | +18.4% |
| 1Y | +28.3% | +67.1% | -38.8% | +3.4% |
| 3Y | +58.8% | +41.9% | +16.9% | +26.2% |
| 5Y | -44.0% | +21.1% | -65.1% | -54.0% |
| All | -44.0% | +19.0% | -63.1% | -54.0% |
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