+421.5%
ZBRA vs EXPD
+316.4%
+105.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.0% |
| 7D | -1.8% | +1.2% | -2.9% | -2.5% |
| 30D | -8.8% | +5.2% | -14.0% | -11.7% |
| 3M | +47.2% | +13.2% | +34.0% | +36.8% |
| 6M | +61.3% | +30.3% | +31.0% | +36.5% |
| YTD | +42.0% | +27.0% | +15.0% | +19.5% |
| 1Y | +10.5% | +57.3% | -46.8% | -20.1% |
| 3Y | +34.5% | +70.0% | -35.5% | -8.2% |
| 5Y | -40.3% | +61.6% | -101.9% | -58.5% |
| 10Y | +421.5% | +321.1% | +100.4% | +115.8% |
| All | +421.5% | +316.4% | +105.1% | +115.8% |
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