+162.4%
EXPE vs ZCMD
-100.0%
+262.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.5% | +1.5% |
| 7D | -5.8% | -5.4% | -0.4% | -5.7% |
| 30D | -13.6% | -24.8% | +11.1% | -13.4% |
| 3M | +25.2% | -62.8% | +88.0% | +24.0% |
| 6M | +22.3% | -99.5% | +121.9% | +31.9% |
| YTD | -0.3% | -99.8% | +99.5% | +9.1% |
| 1Y | +27.8% | -99.9% | +127.7% | +42.4% |
| 3Y | +162.4% | -100.0% | +262.4% | +212.2% |
| 5Y | +95.8% | -100.0% | +195.8% | +133.6% |
| All | +162.4% | -100.0% | +262.4% | +246.4% |
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