+274.4%
ELF vs ZBRA
-46.1%
+320.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +4.0% | -10.9% | +14.8% | +8.6% |
| 30D | +10.6% | -16.6% | +27.2% | +18.6% |
| 3M | +25.8% | -11.6% | +37.4% | +31.6% |
| 6M | +89.1% | +40.2% | +48.9% | +60.1% |
| YTD | +52.7% | +32.6% | +20.1% | +30.6% |
| 1Y | +51.7% | +24.7% | +27.0% | +33.3% |
| 3Y | +14.2% | +56.3% | -42.1% | -6.3% |
| All | +274.4% | -46.1% | +320.5% | +388.5% |
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 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