-50.6%
ZTS vs EWZ
+33.5%
-84.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | -0.8% | +12.8% | -13.6% | -4.4% |
| 3M | -9.7% | +10.8% | -20.5% | -13.0% |
| 6M | -38.4% | +2.5% | -40.9% | -38.0% |
| YTD | -41.1% | +21.4% | -62.4% | -43.0% |
| 1Y | -50.6% | +32.8% | -83.4% | -53.7% |
| All | -50.6% | +33.5% | -84.2% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling