+37.5%
ZBRA vs BOXX
+14.7%
+22.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.7% |
| 30D | -7.4% | +0.3% | -7.7% | -9.0% |
| 3M | +57.5% | +1.0% | +56.5% | +47.4% |
| 6M | +64.0% | +1.9% | +62.0% | +45.2% |
| YTD | +44.3% | +2.7% | +41.6% | +22.2% |
| 1Y | +10.9% | +4.0% | +6.8% | -12.6% |
| 3Y | +37.5% | +14.7% | +22.9% | -50.7% |
| All | +37.5% | +14.7% | +22.9% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling