+120.8%
EXPE vs ZCMD
-100.0%
+220.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -0.5% | -7.7% | +7.2% | -0.5% |
| 30D | -6.1% | -34.8% | +28.7% | -6.1% |
| 3M | -21.3% | -56.3% | +35.0% | -21.3% |
| 6M | +19.0% | -99.7% | +118.7% | +23.4% |
| YTD | -8.4% | -99.9% | +91.4% | -4.3% |
| 1Y | -2.8% | -99.9% | +97.1% | +1.6% |
| 3Y | +120.8% | -100.0% | +220.7% | +126.9% |
| All | +120.8% | -100.0% | +220.7% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling