-29.4%
EW vs ZBRA
-40.4%
+11.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.8% |
| 30D | -6.4% | -8.8% | +2.4% | -4.7% |
| 3M | -1.6% | +47.2% | -48.8% | -10.2% |
| 6M | +2.3% | +61.3% | -59.0% | -8.8% |
| YTD | +1.1% | +42.0% | -40.9% | -8.1% |
| 1Y | +8.0% | +10.5% | -2.5% | +3.5% |
| 3Y | +16.3% | +34.5% | -18.2% | +0.8% |
| 5Y | -29.4% | -40.3% | +10.9% | -14.9% |
| All | -29.4% | -40.4% | +11.0% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling