+1,213.8%
NET vs ZCMD
-100.0%
+1,313.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.5% |
| 7D | -16.4% | -13.3% | -3.0% | -16.3% |
| 30D | -25.8% | -49.6% | +23.8% | -25.5% |
| 3M | -11.5% | -54.6% | +43.1% | -11.1% |
| 6M | +18.9% | -99.8% | +118.7% | +24.1% |
| YTD | +35.2% | -99.9% | +135.1% | +42.1% |
| 1Y | +14.5% | -99.9% | +114.4% | +21.3% |
| 3Y | +313.8% | -100.0% | +413.8% | +370.6% |
| 5Y | +32.6% | -100.0% | +132.6% | +54.8% |
| All | +1,213.8% | -100.0% | +1,313.8% | +1,582.1% |
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