+40.1%
ECL vs ZBRA
-44.1%
+84.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | +8.3% | -15.6% | +23.9% | +12.4% |
| 3M | +8.4% | -14.5% | +23.0% | +12.1% |
| 6M | +23.3% | +50.9% | -27.7% | +9.5% |
| YTD | +18.2% | +34.8% | -16.6% | +7.2% |
| 1Y | +18.8% | +28.3% | -9.6% | +8.9% |
| 3Y | +78.5% | +58.8% | +19.7% | +42.5% |
| 5Y | +40.1% | -44.0% | +84.1% | +52.7% |
| All | +40.1% | -44.1% | +84.1% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling