+169.7%
EXE vs ZCMD
-100.0%
+269.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -2.0% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | -0.9% | -24.8% | +23.9% | -0.7% |
| 3M | +9.6% | -62.8% | +72.3% | +9.2% |
| 6M | -11.6% | -99.5% | +87.9% | -9.8% |
| YTD | -12.6% | -99.8% | +87.2% | -10.4% |
| 1Y | +1.2% | -99.9% | +101.1% | +4.2% |
| 3Y | +18.0% | -100.0% | +118.0% | +22.7% |
| 5Y | +101.1% | -100.0% | +201.1% | +111.2% |
| All | +169.7% | -100.0% | +269.7% | +189.9% |
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