+423.9%
ZBRA vs FTV
+80.7%
+343.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -3.4% | -4.0% | +0.5% | -0.6% |
| 30D | -7.4% | -11.0% | +3.6% | +0.7% |
| 3M | +57.5% | -8.4% | +65.9% | +67.6% |
| 6M | +64.0% | -2.6% | +66.5% | +66.2% |
| YTD | +44.3% | -0.6% | +44.9% | +42.8% |
| 1Y | +10.9% | +11.0% | -0.1% | +1.0% |
| 3Y | +37.5% | -6.3% | +43.9% | +41.6% |
| 5Y | -39.7% | -1.5% | -38.1% | -40.3% |
| All | +423.9% | +80.7% | +343.2% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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