+37.5%
ZBRA vs M
+120.4%
-82.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.0% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | -6.4% | -11.6% | +5.3% | -2.8% |
| 3M | +51.3% | +1.6% | +49.7% | +49.6% |
| 6M | +60.5% | +25.2% | +35.3% | +47.4% |
| YTD | +45.2% | +3.8% | +41.4% | +41.3% |
| 1Y | +12.3% | +36.3% | -24.0% | -0.3% |
| 3Y | +37.5% | +116.3% | -78.8% | -9.9% |
| All | +37.5% | +120.4% | -82.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling