+49.9%
EWZ vs ZM
+48.4%
+1.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.1% |
| 7D | +5.6% | +1.6% | +4.0% | +5.5% |
| 30D | +9.3% | -7.7% | +17.0% | +9.5% |
| 3M | +15.7% | -4.7% | +20.4% | +15.8% |
| 6M | +7.4% | +24.4% | -17.0% | +6.5% |
| YTD | +22.7% | +11.8% | +10.9% | +21.9% |
| 1Y | +36.4% | +13.4% | +23.0% | +35.4% |
| 3Y | +50.4% | +33.8% | +16.6% | +48.3% |
| 5Y | +67.6% | -67.2% | +134.8% | +62.6% |
| All | +49.9% | +48.4% | +1.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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