+164.3%
EWY vs ZS
-37.1%
+201.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.7% |
| 7D | +4.8% | -7.8% | +12.6% | +5.1% |
| 30D | +11.7% | +5.0% | +6.6% | +11.4% |
| 3M | -7.4% | +25.5% | -32.9% | -8.2% |
| 6M | +40.6% | +8.7% | +31.9% | +40.6% |
| YTD | +94.3% | -24.5% | +118.8% | +102.3% |
| 1Y | +164.3% | -36.7% | +201.0% | +192.1% |
| All | +164.3% | -37.1% | +201.4% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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