-40.8%
ZBRA vs FND
-62.8%
+22.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -3.8% | -5.1% | +1.3% | -1.5% |
| 30D | -10.2% | -22.5% | +12.3% | +0.4% |
| 3M | +58.7% | -5.0% | +63.7% | +61.1% |
| 6M | +61.9% | -21.5% | +83.4% | +76.8% |
| YTD | +41.7% | -23.0% | +64.7% | +54.8% |
| 1Y | +12.4% | -44.9% | +57.2% | +42.8% |
| 3Y | +34.2% | -50.0% | +84.2% | +67.6% |
| 5Y | -40.8% | -63.3% | +22.6% | -21.1% |
| All | -40.8% | -62.8% | +22.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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