+222.2%
ACWI vs ZBRA
+410.7%
-188.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.2% |
| 7D | +0.3% | -9.5% | +9.9% | +2.9% |
| 30D | -2.8% | -15.6% | +12.8% | +1.4% |
| 3M | -3.2% | -13.2% | +10.1% | +0.2% |
| 6M | +1.3% | +44.5% | -43.3% | -10.2% |
| YTD | +11.2% | +34.5% | -23.3% | -0.2% |
| 1Y | +13.8% | +25.9% | -12.1% | +3.9% |
| 3Y | +76.2% | +61.3% | +14.9% | +43.6% |
| 5Y | +59.5% | -45.2% | +104.6% | +72.1% |
| 10Y | +222.2% | +386.5% | -164.3% | +111.3% |
| All | +222.2% | +410.7% | -188.5% | +111.3% |
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