+148.7%
EWY vs ZBRA
-40.4%
+189.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.8% |
| 30D | +7.3% | -7.4% | +14.7% | +9.5% |
| 3M | -5.1% | +57.5% | -62.6% | -16.7% |
| 6M | +42.1% | +64.0% | -21.9% | +23.1% |
| YTD | +94.1% | +44.3% | +49.8% | +72.6% |
| 1Y | +147.8% | +10.9% | +137.0% | +135.3% |
| 3Y | +222.9% | +37.5% | +185.4% | +178.9% |
| All | +148.7% | -40.4% | +189.1% | +162.8% |
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