+179.3%
EXE vs ZBRA
-17.2%
+196.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | -1.8% | +2.6% | -4.4% | -2.2% |
| 30D | +6.4% | -6.4% | +12.8% | +7.4% |
| 3M | +9.2% | +51.3% | -42.0% | +1.0% |
| 6M | -7.0% | +60.5% | -67.5% | -15.4% |
| YTD | -9.5% | +45.2% | -54.6% | -16.5% |
| 1Y | +6.2% | +12.3% | -6.1% | +2.8% |
| 3Y | +20.7% | +37.5% | -16.8% | +8.7% |
| 5Y | +103.6% | -39.2% | +142.8% | +99.0% |
| All | +179.3% | -17.2% | +196.5% | +174.3% |
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