+273.7%
ELV vs ZBRA
+435.2%
-161.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | +3.2% | -3.4% | +6.6% | +3.8% |
| 30D | +5.4% | -7.4% | +12.8% | +6.7% |
| 3M | +5.4% | +57.5% | -52.2% | -3.8% |
| 6M | +45.7% | +64.0% | -18.3% | +31.4% |
| YTD | +21.2% | +44.3% | -23.1% | +11.6% |
| 1Y | +35.6% | +10.9% | +24.7% | +30.6% |
| 3Y | -2.0% | +37.5% | -39.5% | -13.1% |
| 5Y | +26.0% | -39.7% | +65.7% | +33.8% |
| All | +273.7% | +435.2% | -161.5% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling