-40.8%
ZBRA vs EXEL
+192.6%
-233.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -3.8% | -2.9% | -0.9% | -3.3% |
| 30D | -10.2% | +11.9% | -22.1% | -12.0% |
| 3M | +58.7% | +9.2% | +49.5% | +56.0% |
| 6M | +61.9% | +39.1% | +22.8% | +51.8% |
| YTD | +41.7% | +31.0% | +10.6% | +33.9% |
| 1Y | +12.4% | +52.3% | -40.0% | +2.5% |
| 3Y | +34.2% | +159.7% | -125.6% | +4.0% |
| 5Y | -40.8% | +187.7% | -228.5% | -56.6% |
| All | -40.8% | +192.6% | -233.3% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling