+24.3%
ZBRA vs ES
+1.3%
+23.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.0% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -17.8% | +8.2% | -26.0% | -18.4% |
| 3M | -16.0% | +0.6% | -16.6% | -15.9% |
| 6M | +31.4% | +6.0% | +25.5% | +31.0% |
| YTD | +30.9% | +9.3% | +21.6% | +29.2% |
| 1Y | +24.3% | +1.1% | +23.2% | +23.4% |
| All | +24.3% | +1.3% | +23.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling