+398.6%
ZS vs ZBRA
+142.8%
+255.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | -3.1% | -3.4% | +0.3% | -1.5% |
| 30D | -7.2% | -7.4% | +0.2% | -3.7% |
| 3M | +30.5% | +57.5% | -27.0% | +2.2% |
| 6M | +7.0% | +64.0% | -57.0% | -19.2% |
| YTD | -26.8% | +44.3% | -71.1% | -41.5% |
| 1Y | -42.6% | +10.9% | -53.5% | -48.0% |
| 3Y | -0.3% | +37.5% | -37.8% | -25.2% |
| 5Y | -39.2% | -39.7% | +0.5% | -30.8% |
| All | +398.6% | +142.8% | +255.8% | +183.3% |
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