+573.9%
EWT vs ZBRA
+1,593.0%
-1,019.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -1.1% | -3.8% | +2.7% | 0.0% |
| 30D | +4.8% | -10.2% | +15.0% | +8.1% |
| 3M | +11.1% | +58.7% | -47.5% | -4.5% |
| 6M | +54.6% | +61.9% | -7.3% | +31.4% |
| YTD | +71.4% | +41.7% | +29.8% | +50.6% |
| 1Y | +82.1% | +12.4% | +69.8% | +70.6% |
| 3Y | +193.2% | +34.2% | +159.0% | +152.1% |
| 5Y | +146.1% | -40.8% | +186.8% | +160.0% |
| 10Y | +505.0% | +420.3% | +84.7% | +196.5% |
| All | +573.9% | +1,593.0% | -1,019.1% | +89.2% |
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