+12,248.4%
ECL vs ZBRA
+9,227.6%
+3,020.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -2.6% | +1.8% | -4.4% | -2.9% |
| 30D | -2.2% | -1.7% | -0.5% | -2.0% |
| 3M | +10.1% | +47.8% | -37.7% | +2.2% |
| 6M | -5.7% | +56.7% | -62.5% | -13.6% |
| YTD | +7.0% | +49.4% | -42.4% | -1.6% |
| 1Y | +2.7% | +16.5% | -13.9% | -1.7% |
| 3Y | +57.7% | +31.5% | +26.3% | +44.4% |
| 5Y | +31.1% | -38.6% | +69.7% | +34.0% |
| 10Y | +150.9% | +421.0% | -270.1% | +83.2% |
| All | +12,248.4% | +9,227.6% | +3,020.8% | +6,454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling