+7.3%
MSCI vs ZBRA
+34.1%
-26.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.3% |
| 7D | -2.1% | +2.6% | -4.6% | -2.5% |
| 30D | -1.7% | -6.4% | +4.6% | -0.7% |
| 3M | -8.2% | +51.3% | -59.5% | -15.2% |
| 6M | -2.4% | +60.5% | -62.9% | -11.3% |
| YTD | -2.8% | +45.2% | -48.0% | -10.3% |
| 1Y | -2.7% | +12.3% | -15.0% | -5.8% |
| 3Y | +7.3% | +37.5% | -30.2% | -3.7% |
| All | +7.3% | +34.1% | -26.8% | -3.7% |
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