+60.1%
EXPD vs ZCMD
-100.0%
+160.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +5.5% | -7.7% | +13.2% | +5.5% |
| 30D | -0.8% | -34.8% | +34.0% | -0.7% |
| 3M | +4.1% | -56.3% | +60.5% | +4.3% |
| 6M | +25.7% | -99.7% | +125.4% | +29.2% |
| YTD | +31.4% | -99.9% | +131.3% | +36.1% |
| 1Y | +42.2% | -99.9% | +142.1% | +47.9% |
| 3Y | +77.2% | -100.0% | +177.2% | +86.1% |
| All | +60.1% | -100.0% | +160.1% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling