+168.5%
XME vs ZBRA
-40.9%
+209.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -3.0% | -3.8% | +0.7% | -1.9% |
| 30D | -2.6% | -10.2% | +7.6% | +0.7% |
| 3M | +2.2% | +58.7% | -56.5% | -13.5% |
| 6M | +0.7% | +61.9% | -61.2% | -15.8% |
| YTD | +10.9% | +41.7% | -30.8% | -4.1% |
| 1Y | +35.7% | +12.4% | +23.4% | +26.7% |
| 3Y | +127.1% | +34.2% | +92.9% | +91.8% |
| 5Y | +168.5% | -40.8% | +209.2% | +171.1% |
| All | +168.5% | -40.9% | +209.4% | +171.1% |
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