+37.5%
ZBRA vs ES
+33.1%
+4.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | -6.4% | -1.2% | -5.2% | -6.2% |
| 3M | +51.3% | +5.0% | +46.3% | +49.6% |
| 6M | +60.5% | -2.8% | +63.3% | +61.1% |
| YTD | +45.2% | +8.6% | +36.6% | +41.8% |
| 1Y | +12.3% | +18.9% | -6.6% | +6.4% |
| 3Y | +37.5% | +32.1% | +5.4% | +16.7% |
| All | +37.5% | +33.1% | +4.4% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling