-62.4%
ZTS vs EWZ
+63.8%
-126.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -2.0% | +8.2% | -10.2% | -3.8% |
| 3M | -10.2% | +13.3% | -23.5% | -12.8% |
| 6M | -39.4% | +3.6% | -43.0% | -39.8% |
| YTD | -40.8% | +21.0% | -61.8% | -43.1% |
| 1Y | -50.1% | +34.7% | -84.8% | -53.2% |
| 3Y | -58.9% | +48.3% | -107.2% | -62.4% |
| 5Y | -62.4% | +60.1% | -122.4% | -65.2% |
| All | -62.4% | +63.8% | -126.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling