-39.6%
ZBRA vs ITOT
+74.3%
-113.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.5% |
| 7D | -3.4% | -0.9% | -2.5% | -2.0% |
| 30D | -7.4% | -1.5% | -5.9% | -5.2% |
| 3M | +57.5% | +3.6% | +54.0% | +50.1% |
| 6M | +64.0% | +13.7% | +50.3% | +35.5% |
| YTD | +44.3% | +12.9% | +31.4% | +20.7% |
| 1Y | +10.9% | +17.2% | -6.3% | -12.0% |
| 3Y | +37.5% | +75.6% | -38.1% | -39.3% |
| All | -39.6% | +74.3% | -113.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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