+31.4%
ZBRA vs Z
-28.8%
+60.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.4% |
| 7D | -1.2% | -4.9% | +3.7% | -0.1% |
| 30D | -17.8% | +3.0% | -20.7% | -18.8% |
| 3M | -16.0% | -13.4% | -2.6% | -13.3% |
| 6M | +31.4% | -27.3% | +58.8% | +50.5% |
| All | +31.4% | -28.8% | +60.2% | +50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling