+676.7%
EWZ vs ZBH
+287.8%
+388.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +6.5% | -2.8% | +9.3% | +7.8% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | +9.9% | +13.4% | -3.5% | +3.2% |
| 6M | +1.9% | +3.0% | -1.0% | -0.7% |
| YTD | +20.3% | +9.7% | +10.7% | +13.7% |
| 1Y | +35.6% | -5.4% | +41.0% | +34.9% |
| 3Y | +43.4% | -15.6% | +59.0% | +46.6% |
| 5Y | +55.9% | -28.1% | +84.1% | +66.3% |
| 10Y | +84.2% | -15.2% | +99.4% | +71.6% |
| All | +676.7% | +287.8% | +388.8% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling