+169.7%
EXE vs ZBRA
-17.7%
+187.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -4.0% | -2.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.6% |
| 30D | -0.9% | -7.4% | +6.5% | +0.2% |
| 3M | +9.6% | +57.5% | -48.0% | +0.6% |
| 6M | -11.6% | +64.0% | -75.6% | -19.9% |
| YTD | -12.6% | +44.3% | -56.9% | -19.3% |
| 1Y | +1.2% | +10.9% | -9.7% | -1.8% |
| 3Y | +18.0% | +37.5% | -19.5% | +6.2% |
| 5Y | +101.1% | -39.7% | +140.8% | +96.7% |
| All | +169.7% | -17.7% | +187.5% | +165.2% |
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