+235.9%
ROIV vs ZCMD
-100.0%
+335.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.5% |
| 7D | +0.6% | -8.0% | +8.6% | +0.7% |
| 30D | +1.0% | -27.9% | +28.8% | +1.1% |
| 3M | +18.3% | -74.6% | +92.9% | +18.3% |
| 6M | +18.3% | -99.5% | +117.8% | +20.2% |
| YTD | +61.0% | -99.7% | +160.7% | +64.4% |
| 1Y | +177.9% | -99.9% | +277.8% | +185.3% |
| 3Y | +199.1% | -100.0% | +299.0% | +210.1% |
| 5Y | +250.7% | -100.0% | +350.7% | +265.4% |
| All | +235.9% | -100.0% | +335.9% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling