-33.5%
EL vs ZBRA
+33.4%
-67.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.4% | -3.8% | -0.6% | -2.7% |
| 30D | +10.3% | -10.2% | +20.5% | +15.3% |
| 3M | +13.4% | +58.7% | -45.3% | -11.3% |
| 6M | +3.1% | +61.9% | -58.8% | -20.9% |
| YTD | -6.9% | +41.7% | -48.6% | -24.3% |
| 1Y | +11.9% | +12.4% | -0.4% | +1.8% |
| All | -33.5% | +33.4% | -67.0% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling