+543.7%
ZBRA vs USFR
+27.6%
+516.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -8.8% | +0.3% | -9.1% | -8.9% |
| 3M | +47.2% | +1.0% | +46.3% | +46.4% |
| 6M | +61.3% | +1.9% | +59.4% | +59.5% |
| YTD | +42.0% | +2.7% | +39.4% | +39.8% |
| 1Y | +10.5% | +4.0% | +6.5% | +7.9% |
| 3Y | +34.5% | +14.0% | +20.5% | +23.8% |
| 5Y | -40.3% | +20.4% | -60.7% | -47.1% |
| 10Y | +421.5% | +28.0% | +393.5% | +345.6% |
| All | +543.7% | +27.6% | +516.1% | +501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling