+149.4%
EWT vs ZBRA
-40.4%
+189.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.3% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | +4.5% | -7.4% | +11.9% | +6.5% |
| 3M | +8.3% | +57.5% | -49.3% | -5.1% |
| 6M | +54.2% | +64.0% | -9.7% | +33.2% |
| YTD | +74.6% | +44.3% | +30.3% | +54.9% |
| 1Y | +84.9% | +10.9% | +74.0% | +75.6% |
| 3Y | +197.5% | +37.5% | +160.0% | +159.6% |
| All | +149.4% | -40.4% | +189.8% | +165.9% |
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