+39.7%
EXC vs ZBRA
-44.1%
+83.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | +8.3% | -15.6% | +23.9% | +9.3% |
| 3M | +2.6% | -14.5% | +17.1% | +3.5% |
| 6M | +5.2% | +50.9% | -45.7% | +1.9% |
| YTD | +7.5% | +34.8% | -27.3% | +4.8% |
| 1Y | +3.2% | +28.3% | -25.2% | +0.9% |
| 3Y | +29.5% | +58.8% | -29.3% | +19.3% |
| 5Y | +39.7% | -44.0% | +83.7% | +48.7% |
| All | +39.7% | -44.1% | +83.7% | +48.7% |
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 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