+222.9%
EWY vs ZBH
-20.7%
+243.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.2% |
| 7D | -0.1% | -4.7% | +4.6% | +0.2% |
| 30D | +7.3% | -4.5% | +11.8% | +7.5% |
| 3M | -5.1% | +7.6% | -12.7% | -6.3% |
| 6M | +42.1% | +0.3% | +41.8% | +42.0% |
| YTD | +94.1% | +4.5% | +89.6% | +93.2% |
| 1Y | +147.8% | -9.4% | +157.2% | +150.6% |
| 3Y | +222.9% | -21.5% | +244.4% | +243.5% |
| All | +222.9% | -20.7% | +243.6% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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