+640.5%
ZBRA vs FTV
+89.3%
+551.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.9% |
| 30D | -6.4% | -8.3% | +2.0% | -0.3% |
| 3M | +51.3% | -7.4% | +58.7% | +59.8% |
| 6M | +60.5% | -1.2% | +61.7% | +61.1% |
| YTD | +45.2% | +2.7% | +42.5% | +40.4% |
| 1Y | +12.3% | +18.4% | -6.1% | -2.3% |
| 3Y | +37.5% | -2.0% | +39.6% | +37.2% |
| 5Y | -39.2% | +3.4% | -42.6% | -41.8% |
| 10Y | +417.0% | +78.5% | +338.5% | +268.2% |
| All | +640.5% | +89.3% | +551.1% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling