+10.3%
EMB vs ZCMD
-100.0%
+110.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | 0.0% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -1.3% | -24.8% | +23.5% | -1.2% |
| 3M | -1.8% | -62.8% | +61.0% | -2.1% |
| 6M | +0.2% | -99.5% | +99.7% | +2.4% |
| YTD | +0.4% | -99.8% | +100.1% | +3.1% |
| 1Y | +2.8% | -99.9% | +102.7% | +6.4% |
| 3Y | +29.1% | -100.0% | +129.1% | +37.4% |
| 5Y | +6.3% | -100.0% | +106.2% | +13.2% |
| All | +10.3% | -100.0% | +110.3% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling