+414.4%
ZBRA vs Z
-6.2%
+420.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.5% |
| 7D | -3.8% | -11.6% | +7.8% | -0.5% |
| 30D | -10.2% | -8.5% | -1.7% | -8.3% |
| 3M | +58.7% | -7.9% | +66.6% | +61.2% |
| 6M | +61.9% | -29.1% | +91.0% | +75.9% |
| YTD | +41.7% | -54.2% | +95.9% | +72.0% |
| 1Y | +12.4% | -63.5% | +75.9% | +44.6% |
| 3Y | +34.2% | -38.6% | +72.8% | +45.8% |
| 5Y | -40.8% | -66.0% | +25.2% | -31.3% |
| All | +414.4% | -6.2% | +420.6% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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