+92.6%
EWZ vs ZBH
-18.0%
+110.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | -4.9% | +4.9% | +1.7% |
| 30D | +8.2% | -3.2% | +11.4% | +9.3% |
| 3M | +13.3% | +5.8% | +7.5% | +10.3% |
| 6M | +3.6% | +2.0% | +1.6% | +1.7% |
| YTD | +21.0% | +5.8% | +15.2% | +16.9% |
| 1Y | +34.7% | -7.9% | +42.6% | +35.6% |
| 3Y | +48.3% | -19.4% | +67.7% | +54.5% |
| 5Y | +60.1% | -29.5% | +89.6% | +72.4% |
| 10Y | +92.6% | -15.5% | +108.1% | +67.9% |
| All | +92.6% | -18.0% | +110.5% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling