+10.9%
ZBRA vs USFR
+4.1%
+6.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +3.8% |
| 7D | -3.4% | +0.1% | -3.5% | 0.0% |
| 30D | -7.4% | +0.4% | -7.8% | +1.8% |
| 3M | +57.5% | +1.0% | +56.5% | +103.5% |
| 6M | +64.0% | +2.0% | +62.0% | +154.5% |
| YTD | +44.3% | +2.8% | +41.5% | +155.1% |
| 1Y | +10.9% | +4.1% | +6.8% | +130.4% |
| All | +10.9% | +4.1% | +6.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling