+243.2%
ZBRA vs Z
+25.1%
+218.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +1.8% | -3.0% | +4.8% | +2.6% |
| 30D | -1.7% | -4.2% | +2.5% | -0.9% |
| 3M | +47.8% | -3.7% | +51.5% | +48.5% |
| 6M | +56.7% | -24.5% | +81.3% | +67.5% |
| YTD | +49.4% | -49.3% | +98.7% | +76.4% |
| 1Y | +16.5% | -58.7% | +75.2% | +45.0% |
| 3Y | +31.5% | -34.1% | +65.6% | +40.1% |
| 5Y | -38.6% | -64.5% | +26.0% | -29.5% |
| 10Y | +421.0% | -0.5% | +421.4% | +303.8% |
| All | +243.2% | +25.1% | +218.1% | +130.4% |
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