-36.8%
BRKR vs ZCMD
-100.0%
+63.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.3% |
| 7D | -8.7% | -5.4% | -3.3% | -8.7% |
| 30D | -9.9% | -24.8% | +14.9% | -9.9% |
| 3M | -3.1% | -62.8% | +59.7% | -2.7% |
| 6M | +45.5% | -99.5% | +145.0% | +42.5% |
| YTD | +13.7% | -99.8% | +113.4% | +12.1% |
| 1Y | +67.4% | -99.9% | +167.3% | +66.3% |
| 3Y | -13.2% | -100.0% | +86.8% | -10.9% |
| All | -36.8% | -100.0% | +63.1% | -35.0% |
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