+78.0%
BN vs ZCMD
-100.0%
+178.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -5.9% | -2.0% | -3.8% | -5.8% |
| 30D | -15.1% | -19.8% | +4.7% | -14.9% |
| 3M | -14.6% | -62.1% | +47.5% | -15.3% |
| 6M | -8.4% | -99.5% | +91.1% | -3.8% |
| YTD | -16.8% | -99.7% | +82.9% | -11.6% |
| 1Y | -14.4% | -99.9% | +85.5% | -7.8% |
| 3Y | +70.1% | -100.0% | +170.1% | +91.7% |
| 5Y | +33.5% | -100.0% | +133.5% | +51.0% |
| All | +78.0% | -100.0% | +178.0% | +105.8% |
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 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