+1,582.2%
EL vs ZBRA
+2,465.5%
-883.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.7% |
| 7D | +0.8% | +1.8% | -1.0% | +0.4% |
| 30D | +19.8% | -1.7% | +21.5% | +20.2% |
| 3M | +25.7% | +47.8% | -22.1% | +14.1% |
| 6M | +5.4% | +56.7% | -51.3% | -5.6% |
| YTD | +0.2% | +49.4% | -49.2% | -9.5% |
| 1Y | +20.4% | +16.5% | +3.9% | +14.5% |
| 3Y | -32.1% | +31.5% | -63.6% | -37.4% |
| 5Y | -67.2% | -38.6% | -28.6% | -65.7% |
| 10Y | +31.7% | +421.0% | -389.2% | -4.1% |
| All | +1,582.2% | +2,465.5% | -883.3% | +816.3% |
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