+18.7%
EWZ vs ZM
+61.1%
-42.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.2% |
| 7D | +0.8% | +11.0% | -10.3% | -0.3% |
| 30D | -24.4% | +5.6% | -30.0% | -24.9% |
| 3M | -4.6% | -9.1% | +4.6% | -3.8% |
| 6M | -11.6% | -2.6% | -9.0% | -11.7% |
| YTD | +2.4% | +15.7% | -13.3% | -1.4% |
| 1Y | +2.1% | +18.8% | -16.7% | -2.4% |
| 3Y | +18.7% | +62.2% | -43.5% | +5.0% |
| All | +18.7% | +61.1% | -42.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling