-41.8%
TECH vs ZCMD
-100.0%
+58.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.1% |
| 7D | -0.1% | -4.1% | +4.1% | -0.1% |
| 30D | +0.3% | -22.7% | +23.0% | +0.4% |
| 3M | +32.9% | -62.5% | +95.4% | +32.9% |
| 6M | +32.1% | -99.5% | +131.5% | +36.0% |
| YTD | +23.4% | -99.7% | +123.1% | +28.5% |
| 1Y | +34.1% | -99.9% | +134.0% | +41.3% |
| 3Y | +2.2% | -100.0% | +102.2% | +10.7% |
| 5Y | -41.8% | -100.0% | +58.2% | -36.8% |
| All | -41.8% | -100.0% | +58.2% | -36.8% |
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