+50.0%
EXPE vs ZCMD
-99.9%
+149.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.0% | +13.6% | +10.5% |
| 7D | +14.6% | -13.3% | +28.0% | +14.6% |
| 30D | +21.4% | -49.6% | +71.0% | +21.3% |
| 3M | +1.4% | -54.6% | +56.0% | +1.3% |
| 6M | +28.6% | -99.8% | +128.4% | +46.5% |
| YTD | +12.1% | -99.9% | +112.0% | +30.3% |
| 1Y | +50.0% | -99.9% | +149.9% | +77.7% |
| All | +50.0% | -99.9% | +149.9% | +77.7% |
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