+47.0%
EWZ vs ZM
+55.9%
-8.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.8% |
| 7D | +6.5% | +2.9% | +3.6% | +6.4% |
| 30D | +4.8% | +0.7% | +4.2% | +4.8% |
| 3M | +9.9% | -3.7% | +13.6% | +10.0% |
| 6M | +1.9% | +29.9% | -27.9% | +0.9% |
| YTD | +20.3% | +17.4% | +2.9% | +19.4% |
| 1Y | +35.6% | +22.4% | +13.2% | +34.4% |
| 3Y | +43.4% | +41.3% | +2.2% | +41.3% |
| 5Y | +55.9% | -66.0% | +122.0% | +51.0% |
| All | +47.0% | +55.9% | -8.9% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling