+36.4%
EWZ vs ZBH
-9.7%
+46.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.1% |
| 7D | +5.6% | -5.2% | +10.8% | +5.7% |
| 30D | +9.3% | -2.4% | +11.7% | +9.3% |
| 3M | +15.7% | +8.3% | +7.4% | +15.2% |
| 6M | +7.4% | +0.7% | +6.8% | +6.9% |
| YTD | +22.7% | +5.3% | +17.3% | +22.9% |
| 1Y | +36.4% | -9.1% | +45.5% | +33.8% |
| All | +36.4% | -9.7% | +46.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling