+156.3%
ECL vs ZBRA
+435.2%
-278.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.2% | +1.2% |
| 7D | -1.1% | -3.4% | +2.3% | -0.2% |
| 30D | -0.8% | -7.4% | +6.6% | +1.2% |
| 3M | +5.0% | +57.5% | -52.5% | -8.6% |
| 6M | +0.2% | +64.0% | -63.7% | -14.3% |
| YTD | +5.8% | +44.3% | -38.5% | -6.9% |
| 1Y | +1.5% | +10.9% | -9.3% | -4.1% |
| 3Y | +55.0% | +37.5% | +17.5% | +30.1% |
| 5Y | +29.3% | -39.7% | +68.9% | +36.4% |
| All | +156.3% | +435.2% | -278.9% | +61.3% |
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