+423.9%
ZBRA vs EFV
+169.9%
+254.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +0.6% |
| 7D | -3.4% | -0.8% | -2.6% | -2.5% |
| 30D | -7.4% | +0.6% | -8.0% | -8.0% |
| 3M | +57.5% | +7.5% | +50.0% | +45.4% |
| 6M | +64.0% | +13.0% | +51.0% | +43.0% |
| YTD | +44.3% | +18.3% | +26.0% | +19.4% |
| 1Y | +10.9% | +26.7% | -15.9% | -14.9% |
| 3Y | +37.5% | +89.6% | -52.0% | -32.4% |
| 5Y | -39.7% | +98.2% | -137.9% | -71.4% |
| All | +423.9% | +169.9% | +254.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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