-40.8%
ZBRA vs FTV
-3.0%
-37.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.7% |
| 7D | -3.8% | -5.2% | +1.4% | +0.7% |
| 30D | -10.2% | -11.5% | +1.3% | -0.4% |
| 3M | +58.7% | -9.0% | +67.7% | +71.4% |
| 6M | +61.9% | -2.0% | +63.9% | +63.2% |
| YTD | +41.7% | -0.9% | +42.6% | +39.3% |
| 1Y | +12.4% | +14.8% | -2.5% | -3.8% |
| 3Y | +34.2% | -5.5% | +39.7% | +35.7% |
| 5Y | -40.8% | -1.9% | -38.9% | -45.2% |
| All | -40.8% | -3.0% | -37.8% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling