+1,077.7%
ASX vs ZCMD
-100.0%
+1,177.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.5% |
| 7D | +11.1% | -4.1% | +15.3% | +11.2% |
| 30D | +9.6% | -22.7% | +32.3% | +9.9% |
| 3M | +18.6% | -62.5% | +81.1% | +17.5% |
| 6M | +92.1% | -99.5% | +191.6% | +90.9% |
| YTD | +158.5% | -99.7% | +258.2% | +156.5% |
| 1Y | +271.9% | -99.9% | +371.8% | +269.9% |
| 3Y | +465.2% | -100.0% | +565.2% | +492.6% |
| 5Y | +479.4% | -100.0% | +579.4% | +507.3% |
| All | +1,077.7% | -100.0% | +1,177.7% | +1,178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling