+202.3%
ECL vs ZBRA
+382.3%
-180.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | +2.9% | +0.6% | +2.2% | +2.7% |
| 30D | +7.5% | -14.0% | +21.5% | +11.7% |
| 3M | +12.2% | -14.7% | +26.9% | +16.7% |
| 6M | +24.6% | +31.3% | -6.7% | +13.3% |
| YTD | +18.8% | +33.4% | -14.7% | +6.4% |
| 1Y | +19.3% | +34.1% | -14.8% | +6.6% |
| 3Y | +78.2% | +59.9% | +18.3% | +41.5% |
| 5Y | +38.8% | -45.3% | +84.1% | +50.3% |
| All | +202.3% | +382.3% | -180.0% | +104.7% |
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