+313.8%
ELF vs ZBRA
+410.9%
-97.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | +5.4% | +1.8% | +3.6% | +4.7% |
| 30D | +27.0% | -1.7% | +28.7% | +27.6% |
| 3M | +113.2% | +47.8% | +65.4% | +80.7% |
| 6M | +36.6% | +56.7% | -20.2% | +12.7% |
| YTD | +44.2% | +49.4% | -5.2% | +19.8% |
| 1Y | -18.0% | +16.5% | -34.5% | -24.9% |
| 3Y | -19.9% | +31.5% | -51.4% | -30.6% |
| 5Y | +257.7% | -38.6% | +296.3% | +291.4% |
| All | +313.8% | +410.9% | -97.1% | +189.9% |
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