+57.8%
EWZ vs ZS
-42.0%
+99.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +0.9% |
| 7D | -1.5% | -16.9% | +15.4% | -0.2% |
| 30D | -24.5% | -7.4% | -17.1% | -24.2% |
| 3M | -10.7% | +21.6% | -32.3% | -12.4% |
| 6M | -19.1% | +42.4% | -61.5% | -22.4% |
| YTD | +1.6% | -12.1% | +13.7% | +1.5% |
| 1Y | +4.3% | -37.8% | +42.1% | +7.7% |
| 3Y | +19.0% | +20.9% | -1.9% | +13.0% |
| All | +57.8% | -42.0% | +99.8% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling