+559.5%
EWZ vs ZBH
+325.5%
+234.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +1.3% | +10.6% | -9.2% | -3.4% |
| 30D | -26.2% | +20.4% | -46.6% | -32.2% |
| 3M | -8.6% | +10.0% | -18.7% | -13.0% |
| 6M | -17.0% | +31.0% | -48.1% | -27.4% |
| YTD | +2.2% | +20.3% | -18.1% | -7.8% |
| 1Y | +2.7% | +22.2% | -19.6% | -8.2% |
| 3Y | +18.2% | +4.7% | +13.5% | +9.2% |
| 5Y | +56.0% | -13.7% | +69.7% | +52.7% |
| 10Y | +60.8% | +19.3% | +41.5% | +27.9% |
| All | +559.5% | +325.5% | +234.0% | +228.2% |
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