-30.7%
BA vs ZCMD
-100.0%
+69.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | -10.1% | -21.6% | +11.5% | -9.8% |
| 3M | -2.4% | -67.4% | +65.0% | -3.8% |
| 6M | -8.8% | -99.4% | +90.6% | -4.5% |
| YTD | -2.9% | -99.7% | +96.8% | +3.8% |
| 1Y | -8.8% | -99.9% | +91.1% | -0.4% |
| 3Y | -0.3% | -100.0% | +99.7% | +21.4% |
| 5Y | -0.3% | -100.0% | +99.7% | +21.0% |
| All | -30.7% | -100.0% | +69.3% | +3.5% |
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 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