+402.6%
XME vs ZBRA
+435.2%
-32.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -4.2% | -3.4% | -0.8% | -3.1% |
| 30D | -2.7% | -7.4% | +4.7% | -0.1% |
| 3M | -3.9% | +57.5% | -61.4% | -19.8% |
| 6M | -1.0% | +64.0% | -65.0% | -19.1% |
| YTD | +9.8% | +44.3% | -34.5% | -7.1% |
| 1Y | +32.5% | +10.9% | +21.7% | +23.1% |
| 3Y | +124.3% | +37.5% | +86.8% | +84.7% |
| 5Y | +165.8% | -39.7% | +205.5% | +185.3% |
| All | +402.6% | +435.2% | -32.6% | +149.4% |
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