+465.0%
EAT vs ZCMD
-100.0%
+565.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -6.2% | -2.0% | -4.2% | -6.2% |
| 30D | -3.0% | -19.8% | +16.8% | -2.9% |
| 3M | +45.6% | -62.1% | +107.7% | +45.3% |
| 6M | +53.5% | -99.5% | +153.0% | +63.6% |
| YTD | +49.6% | -99.7% | +149.3% | +61.6% |
| 1Y | +38.9% | -99.9% | +138.8% | +52.8% |
| 3Y | +589.7% | -100.0% | +689.6% | +728.1% |
| 5Y | +318.7% | -100.0% | +418.7% | +403.6% |
| All | +465.0% | -100.0% | +565.0% | +857.9% |
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