+1.3%
BBY vs ZCMD
-100.0%
+101.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.1% | +10.1% | +3.1% |
| 7D | +0.6% | -5.4% | +6.0% | +0.6% |
| 30D | +9.4% | -24.8% | +34.2% | +9.4% |
| 3M | +19.3% | -62.8% | +82.1% | +19.6% |
| 6M | +47.9% | -99.5% | +147.4% | +43.7% |
| YTD | +39.6% | -99.8% | +139.3% | +36.4% |
| 1Y | +22.2% | -99.9% | +122.1% | +20.3% |
| 3Y | +45.0% | -100.0% | +145.0% | +43.8% |
| All | +1.3% | -100.0% | +101.3% | -0.8% |
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