+303.5%
EWY vs ZBRA
+435.2%
-131.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.7% |
| 7D | -0.1% | -3.4% | +3.3% | +0.9% |
| 30D | +7.3% | -7.4% | +14.7% | +9.7% |
| 3M | -5.1% | +57.5% | -62.6% | -17.7% |
| 6M | +42.1% | +64.0% | -21.9% | +21.4% |
| YTD | +94.1% | +44.3% | +49.8% | +70.7% |
| 1Y | +147.8% | +10.9% | +137.0% | +134.2% |
| 3Y | +222.9% | +37.5% | +185.4% | +175.3% |
| 5Y | +150.6% | -39.7% | +190.3% | +165.7% |
| All | +303.5% | +435.2% | -131.8% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling