+235.6%
ELF vs ZBRA
-40.4%
+276.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | -6.8% | -1.8% | -5.0% | -6.1% |
| 30D | +5.1% | -8.8% | +13.9% | +8.9% |
| 3M | +79.8% | +47.2% | +32.5% | +51.0% |
| 6M | +29.7% | +61.3% | -31.6% | +4.4% |
| YTD | +31.6% | +42.0% | -10.4% | +10.2% |
| 1Y | -27.9% | +10.5% | -38.4% | -32.9% |
| 3Y | -26.4% | +34.5% | -60.9% | -36.6% |
| 5Y | +235.6% | -40.3% | +275.9% | +308.7% |
| All | +235.6% | -40.4% | +276.0% | +308.7% |
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