+1,016.4%
UUUU vs ZCMD
-100.0%
+1,116.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.0% | +2.1% | -4.8% |
| 7D | -10.5% | -5.4% | -5.1% | -10.4% |
| 30D | -10.5% | -24.8% | +14.3% | -10.0% |
| 3M | -14.1% | -62.8% | +48.7% | -15.6% |
| 6M | -35.5% | -99.5% | +64.1% | -28.9% |
| YTD | -10.9% | -99.8% | +88.8% | -0.2% |
| 1Y | +3.4% | -99.9% | +103.3% | +19.2% |
| 3Y | +73.1% | -100.0% | +173.1% | +128.3% |
| 5Y | +87.1% | -100.0% | +187.1% | +149.0% |
| All | +1,016.4% | -100.0% | +1,116.4% | +1,718.3% |
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