+148.7%
EWY vs ZCMD
-100.0%
+248.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.1% | +10.3% | +3.3% |
| 7D | -0.1% | -5.4% | +5.3% | 0.0% |
| 30D | +7.3% | -24.8% | +32.1% | +7.6% |
| 3M | -5.1% | -62.8% | +57.7% | -6.0% |
| 6M | +42.1% | -99.5% | +141.6% | +39.5% |
| YTD | +94.1% | -99.8% | +193.9% | +90.5% |
| 1Y | +147.8% | -99.9% | +247.7% | +143.3% |
| 3Y | +222.9% | -100.0% | +322.9% | +226.9% |
| All | +148.7% | -100.0% | +248.7% | +150.4% |
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 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