+99.7%
ZBRA vs ESTC
+25.9%
+73.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.2% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | -14.0% | -4.2% | -9.8% | -13.2% |
| 3M | -14.7% | +2.5% | -17.1% | -16.4% |
| 6M | +31.3% | +81.5% | -50.2% | +8.3% |
| YTD | +33.4% | +16.8% | +16.6% | +23.0% |
| 1Y | +34.1% | -3.5% | +37.6% | +29.7% |
| 3Y | +59.9% | +17.7% | +42.2% | +34.0% |
| 5Y | -45.3% | -51.7% | +6.5% | -44.8% |
| All | +99.7% | +25.9% | +73.8% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling