+57.8%
EWZ vs ZCMD
-100.0%
+157.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | -1.5% | -4.4% | +2.9% | -1.4% |
| 30D | -24.5% | -43.0% | +18.5% | -24.0% |
| 3M | -10.7% | -54.9% | +44.2% | -9.9% |
| 6M | -19.1% | -99.8% | +80.7% | -16.9% |
| YTD | +1.6% | -99.9% | +101.5% | +4.4% |
| 1Y | +4.3% | -99.9% | +104.2% | +7.3% |
| 3Y | +19.0% | -100.0% | +119.0% | +24.6% |
| All | +57.8% | -100.0% | +157.8% | +70.5% |
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