+1,036.2%
XLE vs ZBRA
+2,465.4%
-1,429.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.2% |
| 7D | +4.4% | -1.2% | +5.6% | +4.6% |
| 30D | -4.3% | -17.8% | +13.5% | +0.1% |
| 3M | +6.0% | -16.0% | +22.0% | +10.1% |
| 6M | +13.2% | +31.4% | -18.2% | +3.5% |
| YTD | +46.7% | +30.9% | +15.8% | +32.7% |
| 1Y | +46.6% | +24.3% | +22.3% | +34.1% |
| 3Y | +69.6% | +54.2% | +15.4% | +42.0% |
| 5Y | +166.5% | -46.3% | +212.8% | +181.3% |
| 10Y | +178.0% | +375.2% | -197.2% | +64.6% |
| All | +1,036.2% | +2,465.4% | -1,429.3% | +355.7% |
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