+423.9%
ZBRA vs VIG
+250.0%
+173.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +0.8% |
| 7D | -3.4% | -1.1% | -2.3% | -1.8% |
| 30D | -7.4% | -2.7% | -4.7% | -3.5% |
| 3M | +57.5% | +2.5% | +55.0% | +52.8% |
| 6M | +64.0% | +9.2% | +54.7% | +45.6% |
| YTD | +44.3% | +9.8% | +34.5% | +27.4% |
| 1Y | +10.9% | +12.4% | -1.5% | -4.9% |
| 3Y | +37.5% | +55.9% | -18.4% | -23.7% |
| 5Y | -39.7% | +63.9% | -103.6% | -67.6% |
| All | +423.9% | +250.0% | +173.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling