+38.6%
EXPD vs ZCMD
-99.9%
+138.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.2% |
| 7D | -7.2% | -4.4% | -2.7% | -7.2% |
| 30D | -3.3% | -43.0% | +39.7% | -3.5% |
| 3M | +3.4% | -54.9% | +58.2% | +3.2% |
| 6M | +22.7% | -99.8% | +122.5% | +23.9% |
| YTD | +24.5% | -99.9% | +124.4% | +27.3% |
| 1Y | +38.6% | -99.9% | +138.6% | +43.0% |
| All | +38.6% | -99.9% | +138.6% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling