+108.6%
V vs ZCMD
-100.0%
+208.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -1.0% |
| 7D | -1.7% | -8.0% | +6.3% | -1.7% |
| 30D | +2.0% | -27.9% | +29.8% | +2.0% |
| 3M | +17.4% | -74.6% | +91.9% | +17.6% |
| 6M | +17.5% | -99.5% | +117.0% | +20.7% |
| YTD | +7.6% | -99.7% | +107.3% | +11.1% |
| 1Y | +7.7% | -99.9% | +107.6% | +11.8% |
| 3Y | +54.7% | -100.0% | +154.6% | +64.7% |
| 5Y | +73.0% | -100.0% | +173.0% | +84.1% |
| All | +108.6% | -100.0% | +208.6% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling