+13,548.3%
ECL vs ZBRA
+8,319.9%
+5,228.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -2.3% | -1.5% | -0.8% | -2.0% |
| 30D | +8.3% | -15.6% | +23.9% | +11.3% |
| 3M | +8.4% | -14.5% | +23.0% | +11.1% |
| 6M | +23.3% | +50.9% | -27.7% | +13.6% |
| YTD | +18.2% | +34.8% | -16.6% | +10.5% |
| 1Y | +18.8% | +28.3% | -9.6% | +11.9% |
| 3Y | +78.5% | +58.8% | +19.7% | +58.1% |
| 5Y | +40.1% | -44.0% | +84.1% | +45.3% |
| 10Y | +196.5% | +389.6% | -193.1% | +118.9% |
| All | +13,548.3% | +8,319.9% | +5,228.4% | +7,259.8% |
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