+423.9%
ZBRA vs FLR
+19.7%
+404.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.8% |
| 30D | -7.4% | +4.2% | -11.6% | -8.3% |
| 3M | +57.5% | +8.1% | +49.4% | +54.1% |
| 6M | +64.0% | +21.5% | +42.5% | +56.2% |
| YTD | +44.3% | +36.8% | +7.5% | +34.1% |
| 1Y | +10.9% | +31.2% | -20.3% | +3.6% |
| 3Y | +37.5% | +53.9% | -16.4% | +22.1% |
| 5Y | -39.7% | +243.0% | -282.7% | -53.4% |
| All | +423.9% | +19.7% | +404.1% | +376.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling