+148.7%
EWY vs ZM
-68.2%
+216.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -5.7% | +5.6% | +0.9% |
| 30D | +7.3% | -9.1% | +16.4% | +8.9% |
| 3M | -5.1% | +3.5% | -8.7% | -6.2% |
| 6M | +42.1% | +25.7% | +16.4% | +34.5% |
| YTD | +94.1% | +10.8% | +83.4% | +87.2% |
| 1Y | +147.8% | +12.8% | +135.1% | +137.4% |
| 3Y | +222.9% | +33.1% | +189.8% | +193.7% |
| All | +148.7% | -68.2% | +216.9% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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