-39.6%
ZBRA vs VSXY
+22.6%
-62.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +1.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -7.4% | -18.7% | +11.3% | -3.5% |
| 3M | +57.5% | -4.0% | +61.5% | +57.3% |
| 6M | +64.0% | +67.5% | -3.5% | +39.1% |
| YTD | +44.3% | +39.7% | +4.6% | +26.9% |
| 1Y | +10.9% | +180.0% | -169.1% | -19.3% |
| 3Y | +37.5% | +337.3% | -299.8% | -19.8% |
| All | -39.6% | +22.6% | -62.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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