+114.9%
NFLX vs ZCMD
-100.0%
+214.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.9% | +1.9% |
| 7D | -1.1% | -5.4% | +4.3% | -1.0% |
| 30D | +4.3% | -24.8% | +29.1% | +4.5% |
| 3M | -4.8% | -62.8% | +58.0% | -5.5% |
| 6M | -18.4% | -99.5% | +81.1% | -14.1% |
| YTD | -17.4% | -99.8% | +82.3% | -12.3% |
| 1Y | -35.7% | -99.9% | +64.2% | -30.7% |
| 3Y | +73.8% | -100.0% | +173.8% | +102.0% |
| 5Y | +29.3% | -100.0% | +129.3% | +51.8% |
| All | +114.9% | -100.0% | +214.9% | +202.2% |
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