+50.4%
EWZ vs ZCMD
-100.0%
+150.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +5.6% | -1.4% | +7.0% | +5.6% |
| 30D | +9.3% | -21.6% | +30.8% | +9.5% |
| 3M | +15.7% | -67.4% | +83.1% | +15.0% |
| 6M | +7.4% | -99.4% | +106.9% | +8.5% |
| YTD | +22.7% | -99.7% | +122.4% | +24.0% |
| 1Y | +36.4% | -99.9% | +136.3% | +37.9% |
| 3Y | +50.4% | -100.0% | +150.4% | +48.6% |
| All | +50.4% | -100.0% | +150.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling