+173.8%
ET vs ZBRA
+435.2%
-261.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.3% |
| 7D | +0.2% | -3.4% | +3.6% | +1.1% |
| 30D | +2.9% | -7.4% | +10.3% | +4.7% |
| 3M | +16.8% | +57.5% | -40.7% | +2.4% |
| 6M | +18.9% | +64.0% | -45.1% | +2.3% |
| YTD | +37.7% | +44.3% | -6.6% | +21.6% |
| 1Y | +32.4% | +10.9% | +21.6% | +25.1% |
| 3Y | +99.5% | +37.5% | +62.0% | +70.6% |
| 5Y | +244.0% | -39.7% | +283.6% | +263.7% |
| All | +173.8% | +435.2% | -261.5% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling