+64.2%
EWZ vs ZBRA
+373.1%
-308.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.3% |
| 7D | +0.1% | -1.2% | +1.2% | +0.4% |
| 30D | -25.9% | -17.8% | -8.1% | -22.0% |
| 3M | -6.1% | -16.0% | +9.9% | -2.0% |
| 6M | -16.1% | +31.4% | -47.6% | -23.8% |
| YTD | +1.0% | +30.9% | -29.9% | -9.2% |
| 1Y | 0.0% | +24.3% | -24.3% | -8.9% |
| 3Y | +16.8% | +54.2% | -37.3% | -6.0% |
| 5Y | +52.1% | -46.3% | +98.4% | +70.0% |
| All | +64.2% | +373.1% | -308.9% | -13.4% |
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 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