+26.5%
ECL vs ZBRA
-40.4%
+66.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -2.7% | -1.8% | -1.0% | -2.4% |
| 30D | -4.3% | -8.8% | +4.5% | -2.3% |
| 3M | +3.2% | +47.2% | -44.0% | -7.1% |
| 6M | -2.9% | +61.3% | -64.2% | -15.0% |
| YTD | +4.3% | +42.0% | -37.8% | -6.4% |
| 1Y | +1.6% | +10.5% | -8.8% | -3.1% |
| 3Y | +54.3% | +34.5% | +19.8% | +31.6% |
| 5Y | +26.5% | -40.3% | +66.8% | +38.1% |
| All | +26.5% | -40.4% | +66.9% | +38.1% |
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