+68.6%
ESI vs ZBRA
-40.4%
+109.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | -0.3% |
| 7D | -4.6% | -3.4% | -1.2% | -3.3% |
| 30D | -10.5% | -7.4% | -3.1% | -7.6% |
| 3M | -19.8% | +57.5% | -77.3% | -35.8% |
| 6M | +5.8% | +64.0% | -58.2% | -17.8% |
| YTD | +38.3% | +44.3% | -6.0% | +12.8% |
| 1Y | +31.5% | +10.9% | +20.6% | +20.9% |
| 3Y | +80.7% | +37.5% | +43.2% | +44.1% |
| All | +68.6% | -40.4% | +109.0% | +103.2% |
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