+663.1%
URI vs ZCMD
-100.0%
+763.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.8% |
| 7D | -0.5% | -2.0% | +1.6% | -0.5% |
| 30D | -13.4% | -19.8% | +6.5% | -13.3% |
| 3M | -6.2% | -62.1% | +55.9% | -7.4% |
| 6M | +28.0% | -99.5% | +127.5% | +31.6% |
| YTD | +23.0% | -99.7% | +122.7% | +27.6% |
| 1Y | +5.5% | -99.9% | +105.4% | +10.8% |
| 3Y | +119.2% | -100.0% | +219.2% | +141.6% |
| 5Y | +201.0% | -100.0% | +301.0% | +231.9% |
| All | +663.1% | -100.0% | +763.1% | +962.5% |
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