+37.6%
EWZ vs ZS
+517.5%
-479.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | +6.5% | -7.8% | +14.3% | +7.3% |
| 30D | +4.8% | +5.0% | -0.2% | +4.1% |
| 3M | +9.9% | +25.5% | -15.6% | +7.0% |
| 6M | +1.9% | +8.7% | -6.8% | -0.6% |
| YTD | +20.3% | -24.5% | +44.8% | +21.6% |
| 1Y | +35.6% | -36.7% | +72.3% | +39.4% |
| 3Y | +43.4% | +7.2% | +36.2% | +36.5% |
| 5Y | +55.9% | -40.9% | +96.9% | +52.5% |
| All | +37.6% | +517.5% | -479.8% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling