+18.5%
EWZ vs ZS
+623.8%
-605.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.4% | -11.1% | +12.5% | +2.5% |
| 30D | -25.1% | -14.8% | -10.3% | -24.1% |
| 3M | -7.7% | +18.0% | -25.7% | -9.7% |
| 6M | -15.8% | +30.8% | -46.7% | -19.5% |
| YTD | +3.6% | -11.5% | +15.1% | +2.7% |
| 1Y | +5.5% | -37.8% | +43.3% | +8.6% |
| 3Y | +22.1% | +16.6% | +5.5% | +15.0% |
| 5Y | +58.3% | -43.6% | +101.9% | +56.0% |
| All | +18.5% | +623.8% | -605.2% | -12.6% |
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 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