+310.8%
EAT vs ZBRA
+382.3%
-71.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | -0.5% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -2.9% | -14.0% | +11.1% | +3.4% |
| 3M | -16.9% | -14.7% | -2.2% | -11.4% |
| 6M | +57.0% | +31.3% | +25.7% | +33.3% |
| YTD | +38.2% | +33.4% | +4.8% | +14.4% |
| 1Y | +69.3% | +34.1% | +35.2% | +39.4% |
| 3Y | +483.0% | +59.9% | +423.1% | +314.9% |
| 5Y | +364.1% | -45.3% | +409.4% | +438.9% |
| All | +310.8% | +382.3% | -71.5% | +157.8% |
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