-35.6%
ZBRA vs VSXY
+33.4%
-69.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.4% |
| 7D | -3.8% | -0.3% | -3.4% | -3.8% |
| 30D | -10.2% | -22.1% | +11.9% | -5.8% |
| 3M | +58.7% | -1.1% | +59.8% | +57.4% |
| 6M | +61.9% | +53.8% | +8.1% | +41.5% |
| YTD | +41.7% | +35.5% | +6.2% | +26.5% |
| 1Y | +12.4% | +186.0% | -173.7% | -16.7% |
| 3Y | +34.2% | +343.2% | -309.0% | -17.7% |
| 5Y | -40.8% | +19.0% | -59.8% | -54.7% |
| All | -35.6% | +33.4% | -69.0% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling