+54.2%
EWZ vs ZM
-60.9%
+115.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.2% |
| 7D | +0.8% | +11.0% | -10.3% | -0.2% |
| 30D | -24.4% | +5.6% | -30.0% | -24.8% |
| 3M | -4.6% | -9.1% | +4.6% | -4.0% |
| 6M | -11.6% | -2.6% | -9.0% | -11.8% |
| YTD | +2.4% | +15.7% | -13.3% | -0.2% |
| 1Y | +2.1% | +18.8% | -16.7% | -0.9% |
| 3Y | +18.7% | +62.2% | -43.5% | +11.1% |
| All | +54.2% | -60.9% | +115.0% | +49.0% |
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 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