+24.2%
EWZ vs ZM
+38.3%
-14.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | -1.5% | -5.9% | +4.4% | -1.3% |
| 30D | -24.5% | -5.2% | -19.4% | -24.4% |
| 3M | -10.7% | -11.3% | +0.6% | -10.5% |
| 6M | -19.1% | -14.5% | -4.6% | -18.8% |
| YTD | +1.6% | +4.2% | -2.5% | +1.1% |
| 1Y | +4.3% | +9.3% | -5.0% | +3.6% |
| 3Y | +19.0% | +45.4% | -26.4% | +17.4% |
| 5Y | +57.7% | -66.0% | +123.7% | +53.5% |
| All | +24.2% | +38.3% | -14.1% | +26.2% |
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 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