+1,024.7%
XLE vs ZBRA
+2,827.9%
-1,803.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.2% |
| 7D | +2.2% | +1.8% | +0.4% | +1.7% |
| 30D | +11.8% | -1.7% | +13.5% | +12.1% |
| 3M | +9.8% | +47.8% | -37.9% | -1.8% |
| 6M | +15.6% | +56.7% | -41.2% | +1.1% |
| YTD | +45.3% | +49.4% | -4.1% | +27.7% |
| 1Y | +48.3% | +16.5% | +31.8% | +38.0% |
| 3Y | +55.4% | +31.5% | +24.0% | +35.9% |
| 5Y | +216.1% | -38.6% | +254.7% | +223.5% |
| 10Y | +178.4% | +421.0% | -242.6% | +61.8% |
| All | +1,024.7% | +2,827.9% | -1,803.2% | +338.7% |
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