+10.8%
BTDR vs ZCMD
-100.0%
+110.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.5% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | +32.7% | -19.8% | +52.5% | +32.7% |
| 3M | -28.4% | -62.1% | +33.7% | -27.9% |
| 6M | +51.7% | -99.5% | +151.2% | +47.6% |
| YTD | +2.9% | -99.7% | +102.6% | -0.1% |
| 1Y | -15.5% | -99.9% | +84.4% | -18.3% |
| All | +10.8% | -100.0% | +110.7% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling