+2.0%
ECL vs ZBRA
+10.3%
-8.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -3.8% | +1.1% | -2.1% |
| 30D | -4.6% | -10.2% | +5.6% | -3.2% |
| 3M | +6.0% | +58.7% | -52.7% | -2.5% |
| 6M | -3.0% | +61.9% | -64.9% | -11.4% |
| YTD | +4.0% | +41.7% | -37.7% | -3.8% |
| 1Y | +2.0% | +12.4% | -10.3% | -0.5% |
| All | +2.0% | +10.3% | -8.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling