+47.9%
XBI vs ZCMD
-99.9%
+147.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.7% |
| 7D | +1.0% | -13.3% | +14.3% | +1.0% |
| 30D | +1.9% | -49.6% | +51.5% | +2.0% |
| 3M | +4.8% | -54.6% | +59.4% | +4.9% |
| 6M | +19.3% | -99.8% | +119.1% | +22.9% |
| YTD | +30.6% | -99.9% | +130.5% | +35.6% |
| 1Y | +47.9% | -99.9% | +147.8% | +61.4% |
| All | +47.9% | -99.9% | +147.8% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling