+241.5%
XME vs ZBRA
+936.9%
-695.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.4% |
| 7D | +3.6% | +2.6% | +1.0% | +2.4% |
| 30D | +3.6% | -6.4% | +10.0% | +6.7% |
| 3M | +1.2% | +51.3% | -50.1% | -18.7% |
| 6M | +9.0% | +60.5% | -51.5% | -15.7% |
| YTD | +15.9% | +45.2% | -29.3% | -7.5% |
| 1Y | +43.2% | +12.3% | +30.8% | +28.1% |
| 3Y | +137.4% | +37.5% | +99.9% | +81.8% |
| 5Y | +185.0% | -39.2% | +224.2% | +208.5% |
| 10Y | +409.5% | +417.0% | -7.5% | +44.2% |
| All | +241.5% | +936.9% | -695.3% | -66.3% |
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