+162.5%
EMR vs ZCMD
-100.0%
+262.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.6% | +2.6% |
| 7D | -0.4% | -5.4% | +5.0% | -0.4% |
| 30D | -6.8% | -24.8% | +18.0% | -6.6% |
| 3M | +7.5% | -62.8% | +70.3% | +6.3% |
| 6M | +9.9% | -99.5% | +109.4% | +12.4% |
| YTD | +16.0% | -99.8% | +115.7% | +19.6% |
| 1Y | +12.4% | -99.9% | +112.3% | +16.9% |
| 3Y | +60.2% | -100.0% | +160.2% | +73.4% |
| 5Y | +67.9% | -100.0% | +167.9% | +82.1% |
| All | +162.5% | -100.0% | +262.5% | +236.4% |
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