+32.0%
XEL vs ZBRA
-40.4%
+72.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.3% | -3.4% | +3.1% | -0.1% |
| 30D | -3.9% | -7.4% | +3.5% | -3.6% |
| 3M | -2.8% | +57.5% | -60.3% | -5.4% |
| 6M | -5.4% | +64.0% | -69.4% | -8.3% |
| YTD | +3.8% | +44.3% | -40.5% | +1.2% |
| 1Y | +6.8% | +10.9% | -4.0% | +5.8% |
| 3Y | +45.6% | +37.5% | +8.1% | +39.2% |
| All | +32.0% | -40.4% | +72.4% | +33.1% |
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