+812.5%
ZBRA vs EFV
+253.2%
+559.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.3% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +47.2% | +8.4% | +38.8% | +37.9% |
| 6M | +61.3% | +12.3% | +49.0% | +46.7% |
| YTD | +42.0% | +17.4% | +24.6% | +24.5% |
| 1Y | +10.5% | +27.1% | -16.7% | -9.0% |
| 3Y | +34.5% | +90.7% | -56.2% | -19.8% |
| 5Y | -40.3% | +95.6% | -135.9% | -64.5% |
| 10Y | +421.5% | +165.3% | +256.2% | +151.5% |
| All | +812.5% | +253.2% | +559.3% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling