+414.4%
ZBRA vs M
-10.0%
+424.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.9% |
| 7D | -3.8% | -8.8% | +5.0% | -1.7% |
| 30D | -10.2% | -16.4% | +6.2% | -6.4% |
| 3M | +58.7% | -10.8% | +69.5% | +62.5% |
| 6M | +61.9% | +16.1% | +45.8% | +55.0% |
| YTD | +41.7% | -5.3% | +46.9% | +42.0% |
| 1Y | +12.4% | +24.9% | -12.5% | +5.3% |
| 3Y | +34.2% | +97.5% | -63.4% | +9.4% |
| 5Y | -40.8% | +20.4% | -61.1% | -48.3% |
| All | +414.4% | -10.0% | +424.3% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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