+302.0%
ROIV vs ZCMD
-100.0%
+402.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.8% |
| 7D | +22.3% | -4.1% | +26.5% | +22.3% |
| 30D | +16.9% | -22.7% | +39.6% | +17.0% |
| 3M | +43.9% | -62.5% | +106.4% | +43.5% |
| 6M | +41.6% | -99.5% | +141.0% | +43.8% |
| YTD | +92.7% | -99.7% | +192.4% | +96.8% |
| 1Y | +210.2% | -99.9% | +310.1% | +218.7% |
| 3Y | +231.8% | -100.0% | +331.8% | +244.0% |
| 5Y | +319.8% | -100.0% | +419.8% | +337.2% |
| All | +302.0% | -100.0% | +402.0% | +319.2% |
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