+40.4%
EWZ vs ZS
+488.9%
-448.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.4% |
| 7D | +5.6% | -9.2% | +14.8% | +6.5% |
| 30D | +9.3% | -4.0% | +13.2% | +9.4% |
| 3M | +15.7% | +25.3% | -9.6% | +12.7% |
| 6M | +7.4% | -1.3% | +8.7% | +5.8% |
| YTD | +22.7% | -28.0% | +50.7% | +24.5% |
| 1Y | +36.4% | -42.5% | +78.9% | +41.6% |
| 3Y | +50.4% | +0.7% | +49.7% | +44.0% |
| 5Y | +67.6% | -42.3% | +109.9% | +64.2% |
| All | +40.4% | +488.9% | -448.5% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling