+131.4%
EMB vs ZBRA
+951.1%
-819.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | +0.3% | +2.6% | -2.3% | +0.1% |
| 30D | -0.5% | -6.4% | +5.9% | 0.0% |
| 3M | +0.3% | +51.3% | -51.0% | -3.4% |
| 6M | +1.2% | +60.5% | -59.3% | -3.3% |
| YTD | +1.5% | +45.2% | -43.7% | -2.3% |
| 1Y | +4.8% | +12.3% | -7.5% | +2.9% |
| 3Y | +30.4% | +37.5% | -7.2% | +24.1% |
| 5Y | +7.3% | -39.2% | +46.4% | +7.6% |
| 10Y | +29.7% | +417.0% | -387.3% | +9.5% |
| All | +131.4% | +951.1% | -819.7% | +65.0% |
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