+35.8%
MSCI vs ZBRA
+58.5%
-22.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +17.8% | -14.0% | +31.8% | +20.3% |
| 3M | +15.2% | -14.7% | +29.8% | +17.7% |
| 6M | +16.5% | +31.3% | -14.8% | +10.2% |
| YTD | +16.4% | +33.4% | -17.1% | +9.1% |
| 1Y | +16.8% | +34.1% | -17.3% | +9.3% |
| 3Y | +35.8% | +59.9% | -24.2% | +15.5% |
| All | +35.8% | +58.5% | -22.8% | +15.5% |
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 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