+301.7%
ELF vs ZBRA
+382.3%
-80.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +9.1% | -14.0% | +23.1% | +15.3% |
| 3M | +28.2% | -14.7% | +42.8% | +35.6% |
| 6M | +119.5% | +31.3% | +88.2% | +93.5% |
| YTD | +55.2% | +33.4% | +21.7% | +34.1% |
| 1Y | +58.6% | +34.1% | +24.5% | +36.7% |
| 3Y | +21.3% | +59.9% | -38.6% | -1.2% |
| 5Y | +276.2% | -45.3% | +321.5% | +331.2% |
| All | +301.7% | +382.3% | -80.6% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling