+40.7%
UPS vs ZCMD
-100.0%
+140.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.3% |
| 7D | -2.0% | -5.4% | +3.5% | -1.9% |
| 30D | -2.0% | -24.8% | +22.8% | -1.9% |
| 3M | -6.2% | -62.8% | +56.6% | -6.3% |
| 6M | +2.8% | -99.5% | +102.3% | +5.3% |
| YTD | +5.9% | -99.8% | +105.7% | +9.3% |
| 1Y | +26.2% | -99.9% | +126.1% | +31.6% |
| 3Y | -26.0% | -100.0% | +74.0% | -21.3% |
| 5Y | -34.3% | -100.0% | +65.7% | -30.1% |
| All | +40.7% | -100.0% | +140.7% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling