+136.1%
F vs ZCMD
-100.0%
+236.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.6% |
| 7D | -0.6% | +9.1% | -9.7% | -0.8% |
| 30D | +2.9% | -37.1% | +40.0% | +3.5% |
| 3M | -9.5% | -53.7% | +44.2% | -8.6% |
| 6M | +4.0% | -99.7% | +103.7% | +8.7% |
| YTD | -1.3% | -99.9% | +98.6% | +4.9% |
| 1Y | -1.9% | -99.9% | +98.0% | +5.2% |
| 3Y | +53.5% | -100.0% | +153.5% | +75.9% |
| 5Y | -15.1% | -100.0% | +84.9% | -0.7% |
| All | +136.1% | -100.0% | +236.1% | +191.6% |
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