+39.8%
NFLX vs ZCMD
-100.0%
+139.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.9% |
| 7D | -2.0% | -7.7% | +5.7% | -2.0% |
| 30D | -11.9% | -34.8% | +22.9% | -12.0% |
| 3M | -20.6% | -56.3% | +35.7% | -20.7% |
| 6M | -29.0% | -99.7% | +70.7% | -29.1% |
| YTD | -33.7% | -99.9% | +66.2% | -34.2% |
| 1Y | -46.2% | -99.9% | +53.8% | -46.7% |
| 3Y | +39.8% | -100.0% | +139.8% | +34.6% |
| All | +39.8% | -100.0% | +139.8% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling