+7,692.7%
EW vs ZBRA
+1,298.6%
+6,394.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +23.9% | -14.0% | +38.0% | +27.8% |
| 3M | +15.8% | -14.7% | +30.4% | +19.3% |
| 6M | +31.7% | +31.3% | +0.3% | +22.1% |
| YTD | +25.7% | +33.4% | -7.7% | +15.1% |
| 1Y | +24.4% | +34.1% | -9.7% | +13.7% |
| 3Y | +65.9% | +59.9% | +6.0% | +40.3% |
| 5Y | -7.6% | -45.3% | +37.6% | -2.9% |
| 10Y | +253.2% | +384.4% | -131.2% | +130.6% |
| All | +7,692.7% | +1,298.6% | +6,394.2% | +3,914.3% |
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 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