+67.6%
EWZ vs ZBRA
-39.4%
+107.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +15.7% | +51.3% | -35.6% | +7.3% |
| 6M | +7.4% | +60.5% | -53.1% | -1.6% |
| YTD | +22.7% | +45.2% | -22.5% | +13.8% |
| 1Y | +36.4% | +12.3% | +24.0% | +31.7% |
| 3Y | +50.4% | +37.5% | +12.9% | +36.2% |
| 5Y | +67.6% | -39.2% | +106.8% | +79.5% |
| All | +67.6% | -39.4% | +107.1% | +79.5% |
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