+88.3%
EXPE vs ZCMD
-100.0%
+188.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -11.5% | -4.1% | -7.4% | -11.5% |
| 30D | -13.1% | -22.7% | +9.7% | -13.0% |
| 3M | +18.1% | -62.5% | +80.6% | +18.0% |
| 6M | +13.3% | -99.5% | +112.7% | +18.0% |
| YTD | -3.2% | -99.7% | +96.5% | +1.5% |
| 1Y | +26.1% | -99.9% | +126.0% | +32.9% |
| 3Y | +151.7% | -100.0% | +251.7% | +169.7% |
| 5Y | +88.3% | -100.0% | +188.3% | +106.7% |
| All | +88.3% | -100.0% | +188.3% | +106.7% |
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 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