+20.3%
BIL vs ZCMD
-100.0%
+120.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | 0.0% |
| 7D | +0.1% | -7.7% | +7.8% | +0.1% |
| 30D | +0.3% | -34.8% | +35.1% | +0.3% |
| 3M | +1.0% | -56.3% | +57.3% | +1.0% |
| 6M | +1.9% | -99.7% | +101.6% | +1.9% |
| YTD | +3.2% | -99.9% | +103.0% | +3.2% |
| 1Y | +3.7% | -99.9% | +103.6% | +3.7% |
| 3Y | +13.8% | -100.0% | +113.8% | +13.9% |
| All | +20.3% | -100.0% | +120.3% | +20.3% |
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