-40.8%
ZBRA vs FLR
+230.6%
-271.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -3.8% | -6.9% | +3.1% | -1.8% |
| 30D | -10.2% | +1.1% | -11.3% | -10.7% |
| 3M | +58.7% | +14.3% | +44.4% | +50.5% |
| 6M | +61.9% | +19.1% | +42.8% | +50.3% |
| YTD | +41.7% | +35.1% | +6.5% | +25.9% |
| 1Y | +12.4% | +29.5% | -17.1% | +0.7% |
| 3Y | +34.2% | +53.0% | -18.8% | +6.9% |
| 5Y | -40.8% | +238.9% | -279.7% | -61.3% |
| All | -40.8% | +230.6% | -271.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling