+385.0%
ZBRA vs M
-7.1%
+392.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +0.6% | +7.0% | -6.4% | -1.0% |
| 30D | -14.0% | +8.9% | -22.9% | -16.0% |
| 3M | -14.7% | +4.5% | -19.1% | -15.9% |
| 6M | +31.3% | +36.2% | -4.9% | +20.7% |
| YTD | +33.4% | +15.1% | +18.3% | +27.3% |
| 1Y | +34.1% | +27.4% | +6.7% | +24.8% |
| 3Y | +59.9% | +160.1% | -100.2% | +21.9% |
| 5Y | -45.3% | -1.6% | -43.7% | -50.9% |
| All | +385.0% | -7.1% | +392.1% | +287.8% |
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