+226.1%
ACWI vs ZBRA
+411.1%
-184.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +1.1% | +2.6% | -1.5% | +0.4% |
| 30D | -0.2% | -6.4% | +6.2% | +1.5% |
| 3M | +4.7% | +51.3% | -46.6% | -7.6% |
| 6M | +14.5% | +60.5% | -46.0% | -1.2% |
| YTD | +14.6% | +45.2% | -30.6% | +1.0% |
| 1Y | +21.4% | +12.3% | +9.1% | +14.3% |
| 3Y | +77.6% | +37.5% | +40.1% | +52.0% |
| 5Y | +68.1% | -39.2% | +107.3% | +76.4% |
| 10Y | +226.1% | +417.0% | -190.9% | +102.0% |
| All | +226.1% | +411.1% | -184.9% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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