+9,936.9%
ENB vs ZBRA
+8,767.1%
+1,169.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | -1.1% | -8.8% | +7.7% | -0.2% |
| 3M | -8.5% | +47.2% | -55.7% | -12.6% |
| 6M | -4.5% | +61.3% | -65.8% | -9.9% |
| YTD | +9.1% | +42.0% | -32.9% | +4.0% |
| 1Y | +8.0% | +10.5% | -2.5% | +5.4% |
| 3Y | +77.8% | +34.5% | +43.3% | +67.2% |
| 5Y | +69.4% | -40.3% | +109.7% | +70.9% |
| 10Y | +100.5% | +421.5% | -321.0% | +64.5% |
| All | +9,936.9% | +8,767.1% | +1,169.8% | +8,136.0% |
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