+7,862.6%
ZBRA vs M
+396.5%
+7,466.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.9% |
| 7D | +1.8% | +4.7% | -3.0% | +0.7% |
| 30D | -1.7% | -9.6% | +7.9% | +0.6% |
| 3M | +47.8% | +0.9% | +46.9% | +46.9% |
| 6M | +56.7% | +22.3% | +34.5% | +48.6% |
| YTD | +49.4% | +6.5% | +42.9% | +45.8% |
| 1Y | +16.5% | +38.8% | -22.2% | +6.9% |
| 3Y | +31.5% | +115.9% | -84.5% | +5.5% |
| 5Y | -38.6% | +28.6% | -67.2% | -47.2% |
| 10Y | +421.0% | -2.5% | +423.5% | +304.5% |
| All | +7,862.6% | +396.5% | +7,466.1% | +3,572.1% |
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