+146.4%
ED vs ZBRA
+382.3%
-235.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | +2.1% | +0.6% | +1.4% | +2.0% |
| 30D | +10.4% | -14.0% | +24.4% | +11.3% |
| 3M | +12.5% | -14.7% | +27.2% | +13.5% |
| 6M | +14.9% | +31.3% | -16.4% | +12.5% |
| YTD | +24.8% | +33.4% | -8.6% | +21.7% |
| 1Y | +23.8% | +34.1% | -10.3% | +20.6% |
| 3Y | +51.6% | +59.9% | -8.3% | +41.5% |
| 5Y | +86.4% | -45.3% | +131.7% | +92.3% |
| All | +146.4% | +382.3% | -235.9% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling