+431.7%
QLD vs ZCMD
-100.0%
+531.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | +12.5% | -2.9% | +15.4% | +12.6% |
| 30D | -15.7% | -28.5% | +12.8% | -15.1% |
| 3M | -11.9% | -56.5% | +44.6% | -10.6% |
| 6M | -10.3% | -99.7% | +89.4% | -5.0% |
| YTD | +15.6% | -99.9% | +115.5% | +24.5% |
| 1Y | +12.1% | -99.9% | +112.0% | +21.7% |
| 3Y | +150.7% | -100.0% | +250.7% | +195.8% |
| 5Y | +86.6% | -100.0% | +186.6% | +127.6% |
| All | +431.7% | -100.0% | +531.7% | +704.1% |
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