+174.6%
ZTS vs EWZ
+22.4%
+152.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.0% | +6.5% | -8.5% | -3.4% |
| 30D | +1.9% | +4.8% | -2.9% | +0.8% |
| 3M | -4.0% | +9.9% | -13.9% | -6.2% |
| 6M | -39.1% | +1.9% | -41.1% | -39.5% |
| YTD | -38.8% | +20.3% | -59.1% | -41.4% |
| 1Y | -49.6% | +35.6% | -85.2% | -53.1% |
| 3Y | -59.0% | +43.4% | -102.4% | -62.6% |
| 5Y | -61.8% | +55.9% | -117.7% | -66.4% |
| 10Y | +61.4% | +84.2% | -22.7% | +29.3% |
| All | +174.6% | +22.4% | +152.3% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling