+77.3%
EWZ vs ZYBT
-58.1%
+135.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.8% | +2.0% |
| 7D | +5.6% | -4.2% | +9.8% | +5.6% |
| 30D | +9.3% | -16.4% | +25.7% | +9.3% |
| 3M | +15.7% | +82.9% | -67.2% | +14.6% |
| 6M | +7.4% | +110.7% | -103.2% | +5.8% |
| YTD | +22.7% | +37.4% | -14.7% | +21.4% |
| 1Y | +36.4% | -80.6% | +117.0% | +37.3% |
| All | +77.3% | -58.1% | +135.4% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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