+371.4%
ZBRA vs EXPD
+329.8%
+41.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.5% | -7.4% | +4.9% | +2.1% |
| 30D | -17.0% | -2.1% | -14.9% | -16.2% |
| 3M | -15.0% | +5.7% | -20.7% | -18.4% |
| 6M | +42.2% | +21.4% | +20.8% | +25.8% |
| YTD | +32.4% | +27.6% | +4.7% | +10.4% |
| 1Y | +23.3% | +36.1% | -12.8% | -1.5% |
| 3Y | +55.9% | +69.9% | -14.0% | +5.7% |
| 5Y | -44.8% | +59.7% | -104.4% | -61.4% |
| 10Y | +371.4% | +323.0% | +48.3% | +95.5% |
| All | +371.4% | +329.8% | +41.5% | +95.5% |
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