+15.0%
EEM vs ZYBT
-42.3%
+57.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.8% |
| 7D | -3.0% | -3.5% | +0.5% | -3.0% |
| 30D | -10.3% | +15.1% | -25.5% | -10.4% |
| 3M | -6.6% | +7.0% | -13.7% | -6.7% |
| 6M | -3.4% | +37.7% | -41.1% | -2.8% |
| YTD | +13.2% | +19.1% | -5.9% | +13.3% |
| 1Y | +15.0% | -38.3% | +53.3% | +15.7% |
| All | +15.0% | -42.3% | +57.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling