+37.5%
ZBRA vs ESTC
+11.7%
+25.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.1% |
| 7D | +2.6% | -4.3% | +6.9% | +3.4% |
| 30D | -6.4% | +17.7% | -24.1% | -10.1% |
| 3M | +51.3% | +42.3% | +9.0% | +39.5% |
| 6M | +60.5% | +64.6% | -4.1% | +42.9% |
| YTD | +45.2% | +17.2% | +28.0% | +37.7% |
| 1Y | +12.3% | -4.2% | +16.5% | +10.5% |
| 3Y | +37.5% | +13.5% | +24.0% | +29.1% |
| All | +37.5% | +11.7% | +25.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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