+803.7%
ZBRA vs VIG
+617.8%
+185.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.8% |
| 7D | +2.6% | -0.4% | +3.0% | +3.1% |
| 30D | -6.4% | -2.1% | -4.3% | -3.8% |
| 3M | +51.3% | +3.3% | +47.9% | +46.1% |
| 6M | +60.5% | +9.3% | +51.2% | +45.1% |
| YTD | +45.2% | +10.1% | +35.0% | +30.3% |
| 1Y | +12.3% | +14.7% | -2.4% | -3.8% |
| 3Y | +37.5% | +56.9% | -19.4% | -17.1% |
| 5Y | -39.2% | +62.9% | -102.1% | -63.6% |
| 10Y | +417.0% | +241.3% | +175.7% | +41.3% |
| All | +803.7% | +617.8% | +185.9% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling