+43.6%
EEM vs ZCMD
-100.0%
+143.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | +2.4% | -19.8% | +22.2% | +2.6% |
| 3M | +4.2% | -62.1% | +66.2% | +3.3% |
| 6M | +14.8% | -99.5% | +114.3% | +16.5% |
| YTD | +23.1% | -99.7% | +122.8% | +25.5% |
| 1Y | +32.5% | -99.9% | +132.4% | +35.8% |
| 3Y | +85.9% | -100.0% | +185.9% | +96.2% |
| 5Y | +43.6% | -100.0% | +143.6% | +53.0% |
| All | +43.6% | -100.0% | +143.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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