+95.7%
QQQ vs ZCMD
-100.0%
+195.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | +0.9% |
| 7D | -0.6% | -5.4% | +4.9% | -0.5% |
| 30D | -1.2% | -24.8% | +23.6% | -1.1% |
| 3M | -0.2% | -62.8% | +62.6% | -0.5% |
| 6M | +17.9% | -99.5% | +117.4% | +17.9% |
| YTD | +16.6% | -99.8% | +116.4% | +16.7% |
| 1Y | +23.0% | -99.9% | +122.9% | +23.0% |
| 3Y | +92.9% | -100.0% | +192.9% | +95.5% |
| All | +95.7% | -100.0% | +195.7% | +97.6% |
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