+176.9%
XLE vs ZBRA
+425.5%
-248.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.5% | -3.8% | +4.3% | +1.4% |
| 30D | +6.6% | -10.2% | +16.8% | +9.4% |
| 3M | +12.3% | +58.7% | -46.4% | -2.4% |
| 6M | +18.4% | +61.9% | -43.5% | +1.4% |
| YTD | +47.2% | +41.7% | +5.6% | +29.8% |
| 1Y | +50.3% | +12.4% | +37.9% | +40.8% |
| 3Y | +55.3% | +34.2% | +21.1% | +32.2% |
| 5Y | +226.0% | -40.8% | +266.7% | +248.1% |
| All | +176.9% | +425.5% | -248.6% | +46.4% |
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