+127.2%
F vs ZCMD
-100.0%
+227.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.8% | -2.8% |
| 7D | -3.9% | -2.9% | -1.0% | -3.8% |
| 30D | -0.5% | -28.5% | +28.0% | 0.0% |
| 3M | -12.9% | -56.5% | +43.6% | -12.0% |
| 6M | +1.5% | -99.7% | +101.2% | +6.0% |
| YTD | -5.0% | -99.9% | +94.8% | +1.0% |
| 1Y | -7.3% | -99.9% | +92.6% | -0.6% |
| 3Y | +45.3% | -100.0% | +145.2% | +66.5% |
| 5Y | -15.8% | -100.0% | +84.2% | -1.2% |
| All | +127.2% | -100.0% | +227.2% | +180.9% |
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 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