+73.0%
XBI vs ZCMD
-100.0%
+173.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.3% |
| 7D | -4.6% | -5.4% | +0.8% | -4.6% |
| 30D | -2.0% | -24.8% | +22.8% | -1.8% |
| 3M | +17.8% | -62.8% | +80.6% | +16.7% |
| 6M | +23.7% | -99.5% | +123.2% | +31.5% |
| YTD | +28.2% | -99.8% | +128.0% | +38.4% |
| 1Y | +64.0% | -99.9% | +163.9% | +80.8% |
| 3Y | +99.4% | -100.0% | +199.4% | +135.9% |
| 5Y | +19.3% | -100.0% | +119.3% | +42.2% |
| All | +73.0% | -100.0% | +173.0% | +129.2% |
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