+1,274.7%
NET vs ZCMD
-100.0%
+1,374.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.9% |
| 7D | -7.0% | -8.0% | +1.0% | -6.9% |
| 30D | -4.8% | -27.9% | +23.1% | -4.7% |
| 3M | +3.8% | -74.6% | +78.4% | +3.8% |
| 6M | +50.0% | -99.5% | +149.5% | +54.8% |
| YTD | +41.5% | -99.7% | +141.2% | +48.1% |
| 1Y | +32.8% | -99.9% | +132.7% | +41.0% |
| 3Y | +335.9% | -100.0% | +435.9% | +397.4% |
| 5Y | +113.8% | -100.0% | +213.8% | +147.4% |
| All | +1,274.7% | -100.0% | +1,374.7% | +1,653.0% |
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