+62.4%
EWY vs ZCMD
-99.9%
+162.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.8% |
| 7D | -8.3% | -13.3% | +5.0% | -8.1% |
| 30D | -20.5% | -49.6% | +29.1% | -19.5% |
| 3M | -11.1% | -54.6% | +43.5% | -10.0% |
| 6M | -7.0% | -99.8% | +92.8% | -7.3% |
| YTD | +56.5% | -99.9% | +156.3% | +53.2% |
| 1Y | +62.4% | -99.9% | +162.3% | +56.9% |
| All | +62.4% | -99.9% | +162.3% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling