+217.2%
BHP vs ZCMD
-100.0%
+317.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.1% |
| 7D | -3.6% | -5.4% | +1.8% | -3.5% |
| 30D | -1.2% | -24.8% | +23.6% | -0.8% |
| 3M | +1.2% | -62.8% | +64.0% | 0.0% |
| 6M | +21.4% | -99.5% | +120.9% | +28.4% |
| YTD | +50.4% | -99.8% | +150.2% | +61.2% |
| 1Y | +67.5% | -99.9% | +167.4% | +82.8% |
| 3Y | +72.8% | -100.0% | +172.8% | +102.2% |
| 5Y | +112.6% | -100.0% | +212.6% | +150.8% |
| All | +217.2% | -100.0% | +317.2% | +380.4% |
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