-39.6%
ZBRA vs TRU
-35.6%
-4.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.3% |
| 7D | -3.4% | -2.7% | -0.7% | -1.9% |
| 30D | -7.4% | -2.0% | -5.4% | -6.8% |
| 3M | +57.5% | +18.4% | +39.1% | +42.5% |
| 6M | +64.0% | +8.9% | +55.1% | +54.1% |
| YTD | +44.3% | -8.9% | +53.2% | +47.9% |
| 1Y | +10.9% | -15.9% | +26.7% | +18.1% |
| 3Y | +37.5% | -1.1% | +38.6% | +29.2% |
| All | -39.6% | -35.6% | -4.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling