-60.4%
EOSE vs ZBRA
+18.9%
-79.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.6% | -3.7% |
| 7D | +14.0% | -3.8% | +17.8% | +17.0% |
| 30D | -5.9% | -10.2% | +4.3% | +1.7% |
| 3M | -34.3% | +58.7% | -93.0% | -54.1% |
| 6M | -37.8% | +61.9% | -99.7% | -57.7% |
| YTD | -65.2% | +41.7% | -106.9% | -74.1% |
| 1Y | -41.9% | +12.4% | -54.3% | -48.7% |
| 3Y | +44.6% | +34.2% | +10.4% | -0.1% |
| 5Y | -69.2% | -40.8% | -28.4% | -62.9% |
| All | -60.4% | +18.9% | -79.2% | -55.7% |
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 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