+921.8%
ZBRA vs FIVE
+868.1%
+53.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | 0.0% |
| 7D | +1.8% | +4.3% | -2.5% | +0.5% |
| 30D | -1.7% | +12.5% | -14.2% | -5.3% |
| 3M | +47.8% | +31.2% | +16.5% | +36.1% |
| 6M | +56.7% | +14.4% | +42.4% | +48.8% |
| YTD | +49.4% | +33.9% | +15.5% | +35.3% |
| 1Y | +16.5% | +65.1% | -48.5% | -0.9% |
| 3Y | +31.5% | +49.0% | -17.5% | +7.7% |
| 5Y | -38.6% | +30.3% | -68.9% | -49.1% |
| 10Y | +421.0% | +481.1% | -60.2% | +216.3% |
| All | +921.8% | +868.1% | +53.7% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling