+6,954.7%
ZBRA vs M
+444.9%
+6,509.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -2.5% | +5.0% | -7.5% | -3.7% |
| 30D | -17.0% | +10.6% | -27.6% | -19.1% |
| 3M | -15.0% | +1.6% | -16.6% | -15.7% |
| 6M | +42.2% | +30.8% | +11.3% | +32.3% |
| YTD | +32.4% | +16.9% | +15.5% | +26.0% |
| 1Y | +23.3% | +26.3% | -3.0% | +15.2% |
| 3Y | +55.9% | +158.6% | -102.7% | +19.7% |
| 5Y | -44.8% | +2.1% | -46.8% | -50.2% |
| 10Y | +371.4% | -4.3% | +375.7% | +266.3% |
| All | +6,954.7% | +444.9% | +6,509.8% | +3,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling