+87.8%
ZTS vs EWZ
+68.6%
+19.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | +5.6% | +0.8% | +4.8% | +5.4% |
| 30D | +12.1% | -24.4% | +36.4% | +19.2% |
| 3M | +11.3% | -4.6% | +15.9% | +11.2% |
| 6M | +14.3% | -11.6% | +25.9% | +16.2% |
| YTD | -31.9% | +2.4% | -34.3% | -33.3% |
| 1Y | -29.3% | +2.1% | -31.3% | -30.7% |
| 3Y | -48.0% | +18.7% | -66.8% | -51.6% |
| 5Y | -58.9% | +54.2% | -113.1% | -64.9% |
| All | +87.8% | +68.6% | +19.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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