+123.6%
ZBRA vs ESTC
+31.2%
+92.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.7% |
| 7D | +1.8% | -8.1% | +9.9% | +4.0% |
| 30D | -1.7% | +31.7% | -33.4% | -10.2% |
| 3M | +47.8% | +41.1% | +6.7% | +32.2% |
| 6M | +56.7% | +77.1% | -20.3% | +29.7% |
| YTD | +49.4% | +21.7% | +27.7% | +36.7% |
| 1Y | +16.5% | +8.4% | +8.2% | +8.9% |
| 3Y | +31.5% | +23.6% | +7.8% | +8.4% |
| 5Y | -38.6% | -46.5% | +7.9% | -40.1% |
| All | +123.6% | +31.2% | +92.4% | +35.3% |
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