-2.4%
ELV vs ZBRA
+35.9%
-38.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.4% |
| 7D | +2.8% | -3.4% | +6.2% | +2.9% |
| 30D | +4.9% | -7.4% | +12.3% | +5.2% |
| 3M | +4.9% | +57.5% | -52.6% | +2.2% |
| 6M | +45.1% | +64.0% | -18.9% | +40.8% |
| YTD | +20.7% | +44.3% | -23.6% | +17.8% |
| 1Y | +35.0% | +10.9% | +24.2% | +32.3% |
| 3Y | -2.4% | +37.5% | -40.0% | -6.9% |
| All | -2.4% | +35.9% | -38.3% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling