+51.8%
TECH vs ZCMD
-100.0%
+151.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | +0.1% | -7.7% | +7.8% | +0.2% |
| 30D | +0.5% | -34.8% | +35.3% | +0.9% |
| 3M | +1.1% | -56.3% | +57.4% | +1.7% |
| 6M | +62.8% | -99.7% | +162.5% | +71.8% |
| YTD | +24.5% | -99.9% | +124.3% | +33.9% |
| 1Y | +20.6% | -99.9% | +120.6% | +30.9% |
| 3Y | +29.5% | -100.0% | +129.5% | +48.9% |
| 5Y | -40.9% | -100.0% | +59.1% | -30.5% |
| All | +51.8% | -100.0% | +151.8% | +87.2% |
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 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