+611.5%
MSCI vs ZBRA
+425.5%
+186.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -4.7% | -3.8% | -0.9% | -3.5% |
| 30D | -2.2% | -10.2% | +8.0% | +1.3% |
| 3M | -9.7% | +58.7% | -68.4% | -24.4% |
| 6M | +0.3% | +61.9% | -61.6% | -17.7% |
| YTD | -3.5% | +41.7% | -45.2% | -17.6% |
| 1Y | -1.4% | +12.4% | -13.7% | -9.5% |
| 3Y | +6.6% | +34.2% | -27.6% | -13.9% |
| 5Y | -10.9% | -40.8% | +29.8% | -3.0% |
| All | +611.5% | +425.5% | +186.0% | +298.9% |
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