0.0%
EWZ vs ZM
+15.1%
-15.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +0.1% | +10.0% | -9.9% | +0.1% |
| 30D | -25.9% | -0.5% | -25.4% | -25.9% |
| 3M | -6.1% | -7.1% | +0.9% | -6.2% |
| 6M | -16.1% | -5.1% | -11.0% | -15.7% |
| YTD | +1.0% | +13.2% | -12.2% | -0.7% |
| 1Y | 0.0% | +15.3% | -15.4% | -2.2% |
| All | 0.0% | +15.1% | -15.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling