+55.0%
EWZ vs ZM
-66.0%
+121.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.0% |
| 7D | +6.5% | +2.9% | +3.6% | +6.2% |
| 30D | +4.8% | +0.7% | +4.2% | +4.7% |
| 3M | +9.9% | -3.7% | +13.6% | +10.1% |
| 6M | +1.9% | +29.9% | -27.9% | -1.4% |
| YTD | +20.3% | +17.4% | +2.9% | +17.3% |
| 1Y | +35.6% | +22.4% | +13.2% | +31.4% |
| 3Y | +43.4% | +41.3% | +2.2% | +35.9% |
| All | +55.0% | -66.0% | +121.0% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling