+27.0%
NFLX vs ZCMD
-100.0%
+126.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -8.1% | -2.0% | -6.0% | -8.0% |
| 30D | +1.6% | -19.8% | +21.4% | +1.7% |
| 3M | -7.3% | -62.1% | +54.8% | -7.5% |
| 6M | -21.6% | -99.5% | +77.9% | -19.4% |
| YTD | -18.9% | -99.7% | +80.8% | -16.4% |
| 1Y | -39.1% | -99.9% | +60.8% | -36.9% |
| 3Y | +71.7% | -100.0% | +171.6% | +91.9% |
| 5Y | +27.0% | -100.0% | +126.9% | +46.6% |
| All | +27.0% | -100.0% | +126.9% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling