+1,416.8%
ZBRA vs EXEL
+336.4%
+1,080.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -14.0% | +13.1% | -27.2% | -15.8% |
| 3M | -14.7% | +36.3% | -51.0% | -18.9% |
| 6M | +31.3% | +34.5% | -3.2% | +24.8% |
| YTD | +33.4% | +57.4% | -24.0% | +23.2% |
| 1Y | +34.1% | +62.9% | -28.8% | +23.0% |
| 3Y | +59.9% | +229.5% | -169.6% | +28.5% |
| 5Y | -45.3% | +281.2% | -326.5% | -57.4% |
| 10Y | +384.4% | +320.7% | +63.7% | +247.6% |
| All | +1,416.8% | +336.4% | +1,080.4% | +544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling