+25.7%
USB vs ZCMD
-100.0%
+125.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.9% |
| 7D | +2.6% | -7.7% | +10.3% | +2.6% |
| 30D | +8.4% | -34.8% | +43.2% | +8.7% |
| 3M | -5.5% | -56.3% | +50.8% | -5.1% |
| 6M | +17.7% | -99.7% | +117.4% | +20.8% |
| YTD | +17.6% | -99.9% | +117.4% | +21.5% |
| 1Y | +33.9% | -99.9% | +133.8% | +38.9% |
| 3Y | +103.8% | -100.0% | +203.8% | +115.4% |
| All | +25.7% | -100.0% | +125.7% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling