-39.2%
ZBRA vs ES
-2.9%
-36.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | -6.4% | -1.2% | -5.2% | -6.1% |
| 3M | +51.3% | +5.0% | +46.3% | +48.8% |
| 6M | +60.5% | -2.8% | +63.3% | +61.5% |
| YTD | +45.2% | +8.6% | +36.6% | +40.3% |
| 1Y | +12.3% | +18.9% | -6.6% | +4.0% |
| 3Y | +37.5% | +32.1% | +5.4% | +18.3% |
| 5Y | -39.2% | -5.1% | -34.1% | -40.2% |
| All | -39.2% | -2.9% | -36.3% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling