-37.2%
ZBRA vs FRSH
-72.6%
+35.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.8% | -11.2% | +7.4% | -0.6% |
| 30D | -10.2% | -0.8% | -9.4% | -10.3% |
| 3M | +58.7% | +26.4% | +32.3% | +47.6% |
| 6M | +61.9% | +48.4% | +13.5% | +42.5% |
| YTD | +41.7% | -3.1% | +44.8% | +39.5% |
| 1Y | +12.4% | -8.7% | +21.0% | +12.4% |
| 3Y | +34.2% | -45.8% | +80.0% | +50.4% |
| All | -37.2% | -72.6% | +35.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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