+45.7%
EXC vs ZBRA
-40.4%
+86.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +0.3% | -1.8% | +2.1% | +0.4% |
| 30D | -0.9% | -8.8% | +7.9% | -0.3% |
| 3M | -2.7% | +47.2% | -49.9% | -5.4% |
| 6M | -9.4% | +61.3% | -70.7% | -12.7% |
| YTD | +3.0% | +42.0% | -39.0% | +0.1% |
| 1Y | +5.1% | +10.5% | -5.3% | +4.0% |
| 3Y | +20.6% | +34.5% | -13.9% | +14.3% |
| 5Y | +45.7% | -40.3% | +86.0% | +52.1% |
| All | +45.7% | -40.4% | +86.1% | +52.1% |
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