+69.4%
EMR vs ZBRA
-40.4%
+109.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.7% | +2.0% |
| 7D | -0.4% | -3.4% | +3.0% | +0.7% |
| 30D | -6.8% | -7.4% | +0.6% | -4.4% |
| 3M | +7.5% | +57.5% | -50.0% | -9.2% |
| 6M | +9.9% | +64.0% | -54.1% | -9.1% |
| YTD | +16.0% | +44.3% | -28.3% | -0.5% |
| 1Y | +12.4% | +10.9% | +1.6% | +5.4% |
| 3Y | +60.2% | +37.5% | +22.7% | +35.9% |
| All | +69.4% | -40.4% | +109.8% | +90.9% |
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 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