+570.7%
EME vs ZBRA
-40.4%
+611.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.8% |
| 7D | +3.5% | -3.4% | +6.9% | +4.6% |
| 30D | -6.3% | -7.4% | +1.1% | -4.2% |
| 3M | -3.8% | +57.5% | -61.3% | -18.2% |
| 6M | +8.5% | +64.0% | -55.5% | -9.5% |
| YTD | +27.8% | +44.3% | -16.5% | +10.1% |
| 1Y | +22.2% | +10.9% | +11.3% | +14.9% |
| 3Y | +253.5% | +37.5% | +215.9% | +207.9% |
| All | +570.7% | -40.4% | +611.0% | +664.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling