+855.0%
EXPE vs ZBRA
+686.7%
+168.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.3% |
| 7D | -9.5% | +1.8% | -11.3% | -10.2% |
| 30D | -6.6% | -1.7% | -4.9% | -6.1% |
| 3M | +31.4% | +47.8% | -16.4% | +9.4% |
| 6M | +35.2% | +56.7% | -21.6% | +8.9% |
| YTD | +5.8% | +49.4% | -43.6% | -13.2% |
| 1Y | +38.7% | +16.5% | +22.1% | +25.2% |
| 3Y | +175.8% | +31.5% | +144.3% | +128.2% |
| 5Y | +111.8% | -38.6% | +150.4% | +130.3% |
| 10Y | +179.7% | +421.0% | -241.2% | +16.6% |
| All | +855.0% | +686.7% | +168.3% | +99.4% |
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 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