-23.3%
ELF vs ZBRA
+34.1%
-57.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.6% |
| 7D | -1.2% | +2.6% | -3.7% | -2.3% |
| 30D | +5.9% | -6.4% | +12.3% | +9.0% |
| 3M | +99.5% | +51.3% | +48.2% | +60.0% |
| 6M | +26.5% | +60.5% | -34.0% | -2.2% |
| YTD | +37.2% | +45.2% | -8.0% | +9.4% |
| 1Y | -24.4% | +12.3% | -36.8% | -30.8% |
| 3Y | -23.3% | +37.5% | -60.8% | -33.5% |
| All | -23.3% | +34.1% | -57.4% | -33.5% |
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