+188.6%
EWY vs ZS
+488.9%
-300.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | +8.0% | -9.2% | +17.2% | +9.2% |
| 30D | +14.3% | -4.0% | +18.3% | +14.6% |
| 3M | +2.3% | +25.3% | -23.0% | -1.0% |
| 6M | +49.9% | -1.3% | +51.1% | +47.2% |
| YTD | +95.3% | -28.0% | +123.3% | +98.8% |
| 1Y | +161.7% | -42.5% | +204.2% | +173.7% |
| 3Y | +230.2% | +0.7% | +229.4% | +215.8% |
| 5Y | +148.1% | -42.3% | +190.4% | +140.9% |
| All | +188.6% | +488.9% | -300.3% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling