+347.0%
ELF vs ZBRA
+361.2%
-14.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.8% |
| 7D | +4.3% | -1.5% | +5.8% | +4.9% |
| 30D | +7.7% | -15.6% | +23.4% | +14.6% |
| 3M | +24.7% | -14.5% | +39.2% | +31.8% |
| 6M | +114.6% | +50.9% | +63.7% | +78.7% |
| YTD | +55.8% | +34.8% | +20.9% | +34.2% |
| 1Y | +51.9% | +28.3% | +23.6% | +33.4% |
| 3Y | +24.6% | +58.8% | -34.2% | +1.8% |
| 5Y | +279.2% | -44.0% | +323.2% | +330.1% |
| 10Y | +338.7% | +389.6% | -50.9% | +192.2% |
| All | +347.0% | +361.2% | -14.2% | +224.6% |
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