+226.4%
ESI vs ZBRA
+630.4%
-403.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.7% |
| 7D | +5.4% | +2.6% | +2.8% | +4.2% |
| 30D | -4.2% | -6.4% | +2.2% | -1.6% |
| 3M | -9.6% | +51.3% | -60.9% | -25.7% |
| 6M | +18.3% | +60.5% | -42.2% | -6.1% |
| YTD | +45.8% | +45.2% | +0.6% | +19.8% |
| 1Y | +39.2% | +12.3% | +26.8% | +27.3% |
| 3Y | +86.3% | +37.5% | +48.8% | +51.5% |
| 5Y | +76.2% | -39.2% | +115.4% | +93.4% |
| 10Y | +306.8% | +417.0% | -110.2% | +85.0% |
| All | +226.4% | +630.4% | -403.9% | +41.6% |
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