-40.8%
ZBRA vs USFR
+20.4%
-61.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -10.2% | +0.3% | -10.5% | -10.2% |
| 3M | +58.7% | +1.0% | +57.7% | +58.2% |
| 6M | +61.9% | +1.9% | +60.0% | +59.8% |
| YTD | +41.7% | +2.7% | +39.0% | +38.2% |
| 1Y | +12.4% | +4.0% | +8.3% | +6.8% |
| 3Y | +34.2% | +14.1% | +20.1% | +5.0% |
| 5Y | -40.8% | +20.5% | -61.2% | -65.1% |
| All | -40.8% | +20.4% | -61.2% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling