-69.0%
EL vs ZBRA
-40.9%
-28.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 6M | +3.1% | +61.9% | -58.8% | -20.0% |
| YTD | -6.9% | +41.7% | -48.6% | -23.6% |
| 1Y | +11.9% | +12.4% | -0.4% | +1.7% |
| 3Y | -33.8% | +34.2% | -68.0% | -46.7% |
| 5Y | -69.0% | -40.8% | -28.2% | -63.0% |
| All | -69.0% | -40.9% | -28.1% | -63.0% |
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