+70.7%
NFLX vs ZCMD
-100.0%
+170.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -8.1% | -2.0% | -6.0% | -8.1% |
| 30D | +1.6% | -19.8% | +21.4% | +1.6% |
| 3M | -7.3% | -62.1% | +54.8% | -7.2% |
| 6M | -21.6% | -99.5% | +77.9% | -21.4% |
| YTD | -18.9% | -99.7% | +80.8% | -19.0% |
| 1Y | -39.1% | -99.9% | +60.8% | -39.4% |
| All | +70.7% | -100.0% | +170.7% | +87.6% |
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