+8,844.3%
ZBRA vs ES
+1,119.2%
+7,725.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | -1.7% | -2.0% | +0.3% | -1.2% |
| 3M | +47.8% | +1.7% | +46.1% | +46.9% |
| 6M | +56.7% | -3.5% | +60.3% | +58.0% |
| YTD | +49.4% | +7.9% | +41.5% | +45.4% |
| 1Y | +16.5% | +17.2% | -0.6% | +10.1% |
| 3Y | +31.5% | +29.3% | +2.1% | +18.8% |
| 5Y | -38.6% | -5.7% | -32.8% | -39.3% |
| 10Y | +421.0% | +85.2% | +335.7% | +320.8% |
| All | +8,844.3% | +1,119.2% | +7,725.1% | +4,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling