+387.6%
EFA vs ZBRA
+1,489.6%
-1,102.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | -0.5% | -1.8% | +1.3% | 0.0% |
| 30D | -1.3% | -8.8% | +7.5% | +1.2% |
| 3M | +5.2% | +47.2% | -42.0% | -7.3% |
| 6M | +9.4% | +61.3% | -52.0% | -6.7% |
| YTD | +12.7% | +42.0% | -29.3% | -0.9% |
| 1Y | +19.3% | +10.5% | +8.8% | +12.0% |
| 3Y | +66.3% | +34.5% | +31.8% | +41.1% |
| 5Y | +53.4% | -40.3% | +93.6% | +60.1% |
| 10Y | +144.4% | +421.5% | -277.1% | +17.3% |
| All | +387.6% | +1,489.6% | -1,102.0% | +42.7% |
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