+134.2%
V vs ZCMD
-100.0%
+234.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -0.4% | -2.9% | +2.6% | -0.4% |
| 30D | +6.3% | -28.5% | +34.8% | +6.3% |
| 3M | +17.2% | -56.5% | +73.7% | +17.2% |
| 6M | +29.2% | -99.7% | +128.9% | +32.7% |
| YTD | +20.8% | -99.9% | +120.6% | +24.8% |
| 1Y | +25.0% | -99.9% | +124.9% | +29.5% |
| 3Y | +75.3% | -100.0% | +175.3% | +86.2% |
| 5Y | +105.8% | -100.0% | +205.8% | +119.5% |
| All | +134.2% | -100.0% | +234.2% | +160.5% |
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