-35.8%
EFX vs ZBRA
-40.4%
+4.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.1% |
| 7D | -4.5% | -3.4% | -1.1% | -3.3% |
| 30D | -6.1% | -7.4% | +1.3% | -3.5% |
| 3M | +6.2% | +57.5% | -51.3% | -12.7% |
| 6M | -11.2% | +64.0% | -75.2% | -29.0% |
| YTD | -21.4% | +44.3% | -65.7% | -34.3% |
| 1Y | -34.3% | +10.9% | -45.2% | -39.2% |
| 3Y | -12.5% | +37.5% | -50.0% | -30.0% |
| All | -35.8% | -40.4% | +4.6% | -23.8% |
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 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