+2,245.7%
ED vs ZBRA
+9,227.6%
-6,981.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -0.2% | +1.8% | -2.0% | -0.3% |
| 30D | -0.1% | -1.7% | +1.6% | -0.1% |
| 3M | +3.9% | +47.8% | -43.8% | +1.2% |
| 6M | -3.0% | +56.7% | -59.8% | -6.0% |
| YTD | +10.7% | +49.4% | -38.7% | +7.4% |
| 1Y | +13.3% | +16.5% | -3.2% | +11.5% |
| 3Y | +34.5% | +31.5% | +3.0% | +29.8% |
| 5Y | +67.1% | -38.6% | +105.7% | +67.8% |
| 10Y | +103.0% | +421.0% | -317.9% | +75.2% |
| All | +2,245.7% | +9,227.6% | -6,981.9% | +1,573.9% |
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