+17.9%
EWZ vs ZS
+604.7%
-586.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.6% | -13.7% | +14.2% | +1.9% |
| 30D | -25.5% | -14.2% | -11.3% | -24.6% |
| 3M | -4.5% | +8.5% | -13.1% | -5.9% |
| 6M | -15.3% | +30.2% | -45.5% | -18.9% |
| YTD | +3.1% | -13.8% | +16.9% | +2.4% |
| 1Y | +1.2% | -41.5% | +42.7% | +4.9% |
| 3Y | +19.3% | +10.7% | +8.5% | +13.0% |
| 5Y | +52.3% | -43.6% | +95.9% | +49.9% |
| All | +17.9% | +604.7% | -586.8% | -12.8% |
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