+339.1%
ACWI vs ZBRA
+873.3%
-534.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -0.2% | -2.5% | +2.3% | +0.7% |
| 30D | -3.3% | -17.0% | +13.7% | +2.4% |
| 3M | -3.4% | -15.0% | +11.6% | +1.3% |
| 6M | +0.8% | +42.2% | -41.4% | -12.3% |
| YTD | +10.7% | +32.4% | -21.7% | -2.4% |
| 1Y | +11.6% | +23.3% | -11.7% | +0.5% |
| 3Y | +73.4% | +55.9% | +17.5% | +37.2% |
| 5Y | +60.2% | -44.8% | +104.9% | +74.0% |
| 10Y | +221.6% | +371.4% | -149.8% | +42.9% |
| All | +339.1% | +873.3% | -534.2% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling