+225.7%
XLE vs ZBRA
-39.4%
+265.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.5% |
| 7D | 0.0% | +2.6% | -2.6% | -0.4% |
| 30D | +12.6% | -6.4% | +19.0% | +13.7% |
| 3M | +11.8% | +51.3% | -39.4% | +3.2% |
| 6M | +16.1% | +60.5% | -44.4% | +5.4% |
| YTD | +46.9% | +45.2% | +1.7% | +35.2% |
| 1Y | +53.3% | +12.3% | +40.9% | +48.3% |
| 3Y | +54.9% | +37.5% | +17.4% | +39.5% |
| 5Y | +225.7% | -39.2% | +264.9% | +241.9% |
| All | +225.7% | -39.4% | +265.1% | +241.9% |
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