+30.3%
SCHD vs ZCMD
-99.9%
+130.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | -0.3% | -8.0% | +7.7% | -0.3% |
| 30D | +3.4% | -27.9% | +31.3% | +3.5% |
| 3M | +7.6% | -74.6% | +82.2% | +8.1% |
| 6M | +12.2% | -99.5% | +111.6% | +14.5% |
| YTD | +29.0% | -99.7% | +128.7% | +32.8% |
| 1Y | +30.3% | -99.9% | +130.2% | +36.6% |
| All | +30.3% | -99.9% | +130.2% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling