+105.0%
ED vs ZBRA
+425.5%
-320.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | -3.8% | +1.9% | -1.6% |
| 30D | +0.1% | -10.2% | +10.3% | +0.7% |
| 3M | 0.0% | +58.7% | -58.7% | -3.1% |
| 6M | -2.5% | +61.9% | -64.4% | -5.8% |
| YTD | +10.1% | +41.7% | -31.6% | +7.1% |
| 1Y | +13.6% | +12.4% | +1.2% | +12.2% |
| 3Y | +32.4% | +34.2% | -1.7% | +26.4% |
| 5Y | +69.9% | -40.8% | +110.6% | +74.1% |
| All | +105.0% | +425.5% | -320.6% | +75.2% |
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