+281.6%
ON vs ZCMD
-100.0%
+381.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.5% |
| 7D | +12.2% | -7.7% | +19.9% | +12.5% |
| 30D | -3.1% | -34.8% | +31.6% | -1.8% |
| 3M | -12.9% | -56.3% | +43.4% | -10.9% |
| 6M | -38.6% | -99.7% | +61.1% | -32.7% |
| YTD | +31.2% | -99.9% | +131.1% | +47.3% |
| 1Y | +47.6% | -99.9% | +147.6% | +67.5% |
| 3Y | +6.6% | -100.0% | +106.6% | +33.9% |
| 5Y | +21.3% | -100.0% | +121.3% | +58.1% |
| All | +281.6% | -100.0% | +381.6% | +568.8% |
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