+156.4%
EXPE vs ZBRA
+425.5%
-269.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -8.7% | -3.8% | -4.9% | -7.2% |
| 30D | -13.6% | -10.2% | -3.4% | -9.8% |
| 3M | +26.6% | +58.7% | -32.0% | +2.8% |
| 6M | +19.9% | +61.9% | -42.0% | -4.4% |
| YTD | -1.7% | +41.7% | -43.4% | -17.3% |
| 1Y | +29.4% | +12.4% | +17.1% | +18.9% |
| 3Y | +155.7% | +34.2% | +121.5% | +109.9% |
| 5Y | +93.1% | -40.8% | +133.8% | +110.4% |
| All | +156.4% | +425.5% | -269.2% | +53.4% |
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