+390.1%
ZBRA vs EXPD
+334.5%
+55.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.1% |
| 7D | -1.5% | -1.6% | +0.1% | -0.6% |
| 30D | -15.6% | +0.6% | -16.2% | -16.2% |
| 3M | -14.5% | +9.8% | -24.3% | -19.9% |
| 6M | +50.9% | +25.8% | +25.2% | +30.6% |
| YTD | +34.8% | +31.3% | +3.6% | +10.6% |
| 1Y | +28.3% | +40.9% | -12.6% | +0.3% |
| 3Y | +58.8% | +74.7% | -15.9% | +5.8% |
| 5Y | -44.0% | +62.9% | -106.9% | -61.3% |
| All | +390.1% | +334.5% | +55.6% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling