+27.7%
ZBRA vs EXEL
+92.4%
-64.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -13.6% | +9.8% | -23.3% | -13.9% |
| 30D | -11.5% | +23.6% | -35.1% | -12.4% |
| 3M | -9.9% | +29.9% | -39.8% | -11.1% |
| 6M | +48.6% | +64.7% | -16.1% | +44.7% |
| YTD | +36.9% | +66.0% | -29.1% | +32.0% |
| 1Y | +27.7% | +92.0% | -64.3% | +15.7% |
| All | +27.7% | +92.4% | -64.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling