+27.7%
ZBRA vs BOXX
+4.1%
+23.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.5% |
| 7D | -13.6% | +0.1% | -13.7% | -14.4% |
| 30D | -11.5% | +0.4% | -11.9% | -14.3% |
| 3M | -9.9% | +1.0% | -10.9% | -17.2% |
| 6M | +48.6% | +2.0% | +46.6% | +17.8% |
| YTD | +36.9% | +3.3% | +33.6% | -14.6% |
| 1Y | +27.7% | +4.1% | +23.6% | -43.9% |
| All | +27.7% | +4.1% | +23.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling