+45.0%
EEM vs ZM
-68.2%
+113.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -5.7% | +4.4% | -0.4% |
| 30D | +2.1% | -9.1% | +11.2% | +3.4% |
| 3M | +1.0% | +3.5% | -2.5% | +0.1% |
| 6M | +15.9% | +25.7% | -9.8% | +10.5% |
| YTD | +24.6% | +10.8% | +13.9% | +20.8% |
| 1Y | +32.3% | +12.8% | +19.5% | +27.5% |
| 3Y | +85.9% | +33.1% | +52.8% | +71.3% |
| All | +45.0% | -68.2% | +113.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling