+50.4%
EWZ vs ZBRA
+34.1%
+16.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.4% |
| 7D | +5.6% | +2.6% | +3.0% | +5.2% |
| 30D | +9.3% | -6.4% | +15.6% | +10.1% |
| 3M | +15.7% | +51.3% | -35.6% | +7.8% |
| 6M | +7.4% | +60.5% | -53.1% | -1.2% |
| YTD | +22.7% | +45.2% | -22.5% | +14.2% |
| 1Y | +36.4% | +12.3% | +24.0% | +32.1% |
| 3Y | +50.4% | +37.5% | +12.9% | +34.7% |
| All | +50.4% | +34.1% | +16.3% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling