+570.7%
EME vs ZCMD
-100.0%
+670.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.1% | +11.4% | +4.3% |
| 7D | +3.5% | -5.4% | +8.9% | +3.5% |
| 30D | -6.3% | -24.8% | +18.5% | -6.3% |
| 3M | -3.8% | -62.8% | +59.0% | -3.9% |
| 6M | +8.5% | -99.5% | +108.0% | +6.0% |
| YTD | +27.8% | -99.8% | +127.6% | +23.9% |
| 1Y | +22.2% | -99.9% | +122.1% | +17.2% |
| 3Y | +253.5% | -100.0% | +353.5% | +237.1% |
| All | +570.7% | -100.0% | +670.6% | +534.9% |
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