+24.7%
UL vs ZCMD
-100.0%
+124.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | +0.9% | -21.6% | +22.5% | +1.0% |
| 3M | +14.2% | -67.4% | +81.6% | +14.1% |
| 6M | -3.2% | -99.4% | +96.2% | -0.7% |
| YTD | -0.3% | -99.7% | +99.4% | +2.8% |
| 1Y | -8.8% | -99.9% | +91.1% | -5.5% |
| 3Y | +23.9% | -100.0% | +123.9% | +30.5% |
| 5Y | +21.4% | -100.0% | +121.3% | +27.7% |
| All | +24.7% | -100.0% | +124.7% | +40.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling