+371.4%
ZBRA vs ALLE
+217.2%
+154.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -17.0% | +25.9% | -42.9% | -29.4% |
| 3M | -15.0% | +14.9% | -29.9% | -23.2% |
| 6M | +42.2% | +42.1% | +0.1% | +10.3% |
| YTD | +32.4% | +20.4% | +12.0% | +13.8% |
| 1Y | +23.3% | +14.9% | +8.5% | +9.5% |
| 3Y | +55.9% | +90.1% | -34.2% | -3.4% |
| 5Y | -44.8% | +53.0% | -97.7% | -60.8% |
| 10Y | +371.4% | +208.8% | +162.5% | +128.9% |
| All | +371.4% | +217.2% | +154.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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