+200.7%
ZBRA vs Z
+4.2%
+196.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.3% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -17.8% | +3.0% | -20.7% | -19.0% |
| 3M | -16.0% | -13.4% | -2.6% | -13.9% |
| 6M | +31.4% | -27.3% | +58.8% | +40.9% |
| YTD | +30.9% | -57.8% | +88.7% | +60.7% |
| 1Y | +24.3% | -60.0% | +84.3% | +54.7% |
| 3Y | +54.2% | -21.5% | +75.7% | +56.0% |
| 5Y | -46.3% | -55.0% | +8.7% | -40.6% |
| 10Y | +375.2% | -18.8% | +394.0% | +285.7% |
| All | +200.7% | +4.2% | +196.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling