+65.9%
EW vs ZBRA
+58.5%
+7.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +23.9% | -14.0% | +38.0% | +25.8% |
| 3M | +15.8% | -14.7% | +30.4% | +17.6% |
| 6M | +31.7% | +31.3% | +0.3% | +26.3% |
| YTD | +25.7% | +33.4% | -7.7% | +19.4% |
| 1Y | +24.4% | +34.1% | -9.7% | +18.1% |
| 3Y | +65.9% | +59.9% | +6.0% | +45.5% |
| All | +65.9% | +58.5% | +7.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling