+82.6%
ED vs ZBRA
-45.5%
+128.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.4% |
| 7D | +2.1% | +0.6% | +1.4% | +2.0% |
| 30D | +10.4% | -14.0% | +24.4% | +10.6% |
| 3M | +12.5% | -14.7% | +27.2% | +12.7% |
| 6M | +14.9% | +31.3% | -16.4% | +14.3% |
| YTD | +24.8% | +33.4% | -8.6% | +24.0% |
| 1Y | +23.8% | +34.1% | -10.3% | +22.9% |
| 3Y | +51.6% | +59.9% | -8.3% | +44.6% |
| All | +82.6% | -45.5% | +128.1% | +91.3% |
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