+286.1%
EWY vs ZCMD
-100.0%
+386.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.4% |
| 7D | +6.7% | -4.1% | +10.8% | +6.7% |
| 30D | +17.0% | -22.7% | +39.7% | +17.3% |
| 3M | +3.7% | -62.5% | +66.2% | +2.4% |
| 6M | +42.5% | -99.5% | +141.9% | +42.8% |
| YTD | +96.2% | -99.7% | +196.0% | +97.6% |
| 1Y | +160.4% | -99.9% | +260.3% | +164.1% |
| 3Y | +231.7% | -100.0% | +331.7% | +251.5% |
| 5Y | +153.3% | -100.0% | +253.3% | +169.1% |
| All | +286.1% | -100.0% | +386.1% | +324.0% |
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