-40.3%
ZBRA vs Z
-65.8%
+25.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.8% | -7.1% | +5.3% | +0.4% |
| 30D | -8.8% | -4.8% | -4.0% | -7.8% |
| 3M | +47.2% | -9.3% | +56.6% | +50.7% |
| 6M | +61.3% | -29.0% | +90.3% | +77.1% |
| YTD | +42.0% | -52.9% | +94.9% | +75.6% |
| 1Y | +10.5% | -63.1% | +73.6% | +46.8% |
| 3Y | +34.5% | -36.9% | +71.4% | +46.8% |
| 5Y | -40.3% | -65.5% | +25.2% | -41.1% |
| All | -40.3% | -65.8% | +25.5% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling