+61.4%
EXC vs ZCMD
-100.0%
+161.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -2.4% | -19.8% | +17.4% | -2.3% |
| 3M | -4.0% | -62.1% | +58.1% | -4.3% |
| 6M | -9.8% | -99.5% | +89.7% | -7.5% |
| YTD | +2.3% | -99.7% | +102.0% | +5.3% |
| 1Y | +3.8% | -99.9% | +103.7% | +7.6% |
| 3Y | +19.7% | -100.0% | +119.7% | +27.1% |
| 5Y | +45.6% | -100.0% | +145.6% | +54.6% |
| All | +61.4% | -100.0% | +161.4% | +89.4% |
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