-11.4%
MSCI vs ZBRA
-39.4%
+28.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.9% |
| 7D | -2.1% | +2.6% | -4.6% | -2.8% |
| 30D | -1.7% | -6.4% | +4.6% | +0.1% |
| 3M | -8.2% | +51.3% | -59.5% | -20.7% |
| 6M | -2.4% | +60.5% | -62.9% | -18.1% |
| YTD | -2.8% | +45.2% | -48.0% | -16.2% |
| 1Y | -2.7% | +12.3% | -15.0% | -9.2% |
| 3Y | +7.3% | +37.5% | -30.2% | -13.7% |
| 5Y | -11.4% | -39.2% | +27.8% | +16.1% |
| All | -11.4% | -39.4% | +28.0% | +16.1% |
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