+239.5%
ZETA vs ZBRA
-30.8%
+270.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -2.3% |
| 7D | -3.7% | -3.4% | -0.3% | -1.8% |
| 30D | +5.7% | -7.4% | +13.1% | +10.4% |
| 3M | +50.4% | +57.5% | -7.1% | +11.0% |
| 6M | +65.5% | +64.0% | +1.5% | +17.6% |
| YTD | +48.3% | +44.3% | +4.0% | +13.4% |
| 1Y | +45.4% | +10.9% | +34.5% | +31.3% |
| 3Y | +270.8% | +37.5% | +233.2% | +178.9% |
| 5Y | +336.1% | -39.7% | +375.8% | +441.3% |
| All | +239.5% | -30.8% | +270.3% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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