+25.1%
EWZ vs ZM
+53.5%
-28.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.3% |
| 7D | +0.8% | +11.0% | -10.3% | +0.5% |
| 30D | -24.4% | +5.6% | -30.0% | -24.5% |
| 3M | -4.6% | -9.1% | +4.6% | -4.4% |
| 6M | -11.6% | -2.6% | -9.0% | -11.6% |
| YTD | +2.4% | +15.7% | -13.3% | +1.6% |
| 1Y | +2.1% | +18.8% | -16.7% | +1.2% |
| 3Y | +18.7% | +62.2% | -43.5% | +16.7% |
| 5Y | +54.2% | -60.9% | +115.0% | +49.7% |
| All | +25.1% | +53.5% | -28.4% | +26.7% |
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