+7,955.9%
ZBRA vs ES
+1,106.4%
+6,849.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | -15.6% | +5.7% | -21.3% | -17.1% |
| 3M | -13.2% | -2.8% | -10.4% | -12.7% |
| 6M | +44.5% | +7.0% | +37.6% | +41.2% |
| YTD | +34.5% | +6.8% | +27.8% | +31.1% |
| 1Y | +25.9% | -0.5% | +26.3% | +24.7% |
| 3Y | +61.3% | +47.2% | +14.2% | +40.3% |
| 5Y | -45.2% | +2.3% | -47.4% | -47.1% |
| 10Y | +386.5% | +85.6% | +300.9% | +292.3% |
| All | +7,955.9% | +1,106.4% | +6,849.4% | +4,033.4% |
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 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