+50.8%
TECH vs ZCMD
-100.0%
+150.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | 0.0% |
| 7D | +0.1% | -8.0% | +8.1% | +0.2% |
| 30D | +0.7% | -27.9% | +28.6% | +0.9% |
| 3M | +36.3% | -74.6% | +110.9% | +36.5% |
| 6M | +25.6% | -99.5% | +125.0% | +32.0% |
| YTD | +23.7% | -99.7% | +123.4% | +32.4% |
| 1Y | +37.6% | -99.9% | +137.5% | +50.0% |
| 3Y | -6.6% | -100.0% | +93.4% | +7.9% |
| 5Y | -42.2% | -100.0% | +57.8% | -32.8% |
| All | +50.8% | -100.0% | +150.8% | +85.1% |
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