+177.1%
EXPD vs ZCMD
-100.0%
+277.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | +4.1% | -21.6% | +25.6% | +4.2% |
| 3M | +13.8% | -67.4% | +81.1% | +13.6% |
| 6M | +27.3% | -99.4% | +126.7% | +31.8% |
| YTD | +25.4% | -99.7% | +125.2% | +31.4% |
| 1Y | +54.4% | -99.9% | +154.3% | +63.6% |
| 3Y | +67.9% | -100.0% | +167.9% | +82.3% |
| 5Y | +59.2% | -100.0% | +159.2% | +72.8% |
| All | +177.1% | -100.0% | +277.1% | +221.1% |
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