+8.1%
EWZ vs ZS
-31.8%
+39.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -4.1% | -12.3% | +8.2% | -4.4% |
| 30D | -25.0% | +11.2% | -36.2% | -24.7% |
| 3M | -10.6% | +37.5% | -48.1% | -9.5% |
| 6M | -16.6% | +57.8% | -74.4% | -14.1% |
| YTD | +2.5% | -0.2% | +2.7% | +4.7% |
| 1Y | +8.1% | -31.6% | +39.7% | +9.6% |
| All | +8.1% | -31.8% | +39.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling