+182.5%
EXPD vs ZCMD
-100.0%
+282.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.7% |
| 7D | -5.5% | +9.1% | -14.5% | -5.5% |
| 30D | -1.9% | -37.1% | +35.2% | -1.7% |
| 3M | +6.1% | -53.7% | +59.8% | +6.4% |
| 6M | +21.6% | -99.7% | +121.3% | +26.4% |
| YTD | +27.9% | -99.9% | +127.7% | +34.3% |
| 1Y | +39.4% | -99.9% | +139.3% | +47.2% |
| 3Y | +72.7% | -100.0% | +172.7% | +87.4% |
| 5Y | +60.3% | -100.0% | +160.3% | +75.2% |
| All | +182.5% | -100.0% | +282.5% | +228.0% |
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