+780.4%
URI vs ZCMD
-100.0%
+880.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | +9.3% | -2.9% | +12.2% | +9.4% |
| 30D | +7.6% | -28.5% | +36.1% | +7.8% |
| 3M | +1.0% | -56.5% | +57.6% | +1.5% |
| 6M | +19.8% | -99.7% | +119.5% | +23.4% |
| YTD | +41.9% | -99.9% | +141.7% | +47.7% |
| 1Y | +33.4% | -99.9% | +133.3% | +39.7% |
| 3Y | +156.0% | -100.0% | +256.0% | +181.5% |
| 5Y | +209.5% | -100.0% | +309.5% | +246.9% |
| All | +780.4% | -100.0% | +880.4% | +1,130.3% |
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