+5,240.8%
EFX vs ZBRA
+8,767.1%
-3,526.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -9.4% | -1.8% | -7.6% | -9.0% |
| 30D | -6.9% | -8.8% | +1.9% | -5.2% |
| 3M | +0.1% | +47.2% | -47.1% | -8.4% |
| 6M | -17.3% | +61.3% | -78.6% | -26.1% |
| YTD | -21.8% | +42.0% | -63.8% | -28.4% |
| 1Y | -32.5% | +10.5% | -43.0% | -35.2% |
| 3Y | -12.3% | +34.5% | -46.8% | -20.1% |
| 5Y | -36.6% | -40.3% | +3.7% | -33.6% |
| 10Y | +41.0% | +421.5% | -380.5% | -1.9% |
| All | +5,240.8% | +8,767.1% | -3,526.2% | +2,091.1% |
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