+1,710.0%
EL vs ZBRA
+2,191.6%
-481.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +10.0% | -14.0% | +24.0% | +13.5% |
| 3M | +28.4% | -14.7% | +43.1% | +32.6% |
| 6M | +37.1% | +31.3% | +5.8% | +27.5% |
| YTD | +7.8% | +33.4% | -25.6% | -0.4% |
| 1Y | +26.0% | +34.1% | -8.1% | +16.3% |
| 3Y | +3.8% | +59.9% | -56.1% | -7.8% |
| 5Y | -65.2% | -45.3% | -19.9% | -62.7% |
| 10Y | +62.1% | +384.4% | -322.3% | +20.2% |
| All | +1,710.0% | +2,191.6% | -481.5% | +908.8% |
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 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