+83.6%
EEM vs ZM
+33.4%
+50.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.4% |
| 30D | +2.4% | -10.0% | +12.4% | +3.6% |
| 3M | +4.2% | +1.6% | +2.6% | +3.8% |
| 6M | +14.8% | +25.0% | -10.2% | +10.1% |
| YTD | +23.1% | +10.6% | +12.5% | +19.8% |
| 1Y | +32.5% | +14.0% | +18.6% | +28.1% |
| All | +83.6% | +33.4% | +50.3% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 3y: compounded portfolio wealth divided by compounded ZM 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…
3y analysis · Full analysis span regression · 6 months rolling