+37.6%
TECH vs ZCMD
-99.9%
+137.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | 0.0% |
| 7D | +0.1% | -8.0% | +8.1% | +0.1% |
| 30D | +0.7% | -27.9% | +28.6% | +0.7% |
| 3M | +36.3% | -74.6% | +110.9% | +37.3% |
| 6M | +25.6% | -99.5% | +125.0% | +27.1% |
| YTD | +23.7% | -99.7% | +123.4% | +29.0% |
| 1Y | +37.6% | -99.9% | +137.5% | +52.3% |
| All | +37.6% | -99.9% | +137.5% | +52.3% |
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 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