-2.1%
BROS vs ZCMD
-100.0%
+97.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.7% | +6.5% |
| 7D | +6.3% | -7.7% | +14.0% | +6.3% |
| 30D | -8.3% | -34.8% | +26.4% | -8.6% |
| 3M | -29.8% | -56.3% | +26.5% | -30.1% |
| 6M | -25.8% | -99.7% | +73.8% | -25.3% |
| YTD | -41.4% | -99.9% | +58.5% | -41.0% |
| 1Y | -35.2% | -99.9% | +64.7% | -34.8% |
| 3Y | +32.8% | -100.0% | +132.8% | +30.5% |
| 5Y | -42.2% | -100.0% | +57.8% | -41.0% |
| All | -2.1% | -100.0% | +97.9% | +6.7% |
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