+103.8%
EWJ vs ZCMD
-100.0%
+203.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +1.0% | -22.7% | +23.7% | +1.2% |
| 3M | +7.2% | -62.5% | +69.7% | +6.4% |
| 6M | +13.9% | -99.5% | +113.3% | +16.6% |
| YTD | +20.8% | -99.7% | +120.5% | +24.6% |
| 1Y | +26.4% | -99.9% | +126.3% | +31.5% |
| 3Y | +71.8% | -100.0% | +171.7% | +83.0% |
| 5Y | +49.9% | -100.0% | +149.9% | +59.9% |
| All | +103.8% | -100.0% | +203.8% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling