+181.3%
EXPD vs ZCMD
-100.0%
+281.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | -1.1% | -8.0% | +6.9% | -1.1% |
| 30D | +4.1% | -27.9% | +32.0% | +4.2% |
| 3M | +17.9% | -74.6% | +92.5% | +18.0% |
| 6M | +29.2% | -99.5% | +128.7% | +33.9% |
| YTD | +27.4% | -99.7% | +127.1% | +33.4% |
| 1Y | +56.8% | -99.9% | +156.7% | +66.2% |
| 3Y | +68.0% | -100.0% | +168.0% | +82.5% |
| 5Y | +61.9% | -100.0% | +161.9% | +76.1% |
| All | +181.3% | -100.0% | +281.3% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling