+1,250.3%
EWY vs ZBRA
+1,379.6%
-129.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.2% |
| 7D | +6.7% | -1.8% | +8.5% | +7.3% |
| 30D | +17.0% | -8.8% | +25.8% | +20.6% |
| 3M | +3.7% | +47.2% | -43.6% | -10.5% |
| 6M | +42.5% | +61.3% | -18.8% | +18.6% |
| YTD | +96.2% | +42.0% | +54.2% | +69.0% |
| 1Y | +160.4% | +10.5% | +149.9% | +143.1% |
| 3Y | +231.7% | +34.5% | +197.2% | +175.6% |
| 5Y | +153.3% | -40.3% | +193.6% | +168.8% |
| 10Y | +308.8% | +421.5% | -112.7% | +76.0% |
| All | +1,250.3% | +1,379.6% | -129.3% | +200.4% |
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