+29.7%
EMB vs ZBRA
+425.5%
-395.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.1% | -3.8% | +2.7% | -0.8% |
| 30D | -1.1% | -10.2% | +9.1% | -0.1% |
| 3M | -0.8% | +58.7% | -59.4% | -5.3% |
| 6M | -0.1% | +61.9% | -62.0% | -5.0% |
| YTD | +0.4% | +41.7% | -41.2% | -3.5% |
| 1Y | +3.3% | +12.4% | -9.1% | +1.2% |
| 3Y | +29.0% | +34.2% | -5.1% | +22.2% |
| 5Y | +6.3% | -40.8% | +47.1% | +7.0% |
| All | +29.7% | +425.5% | -395.8% | +11.1% |
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