+73.7%
XBI vs ZCMD
-100.0%
+173.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -4.6% | -2.0% | -2.6% | -4.6% |
| 30D | -0.8% | -19.8% | +19.0% | -0.6% |
| 3M | +21.8% | -62.1% | +83.9% | +20.7% |
| 6M | +23.2% | -99.5% | +122.7% | +30.8% |
| YTD | +28.7% | -99.7% | +128.5% | +38.8% |
| 1Y | +67.8% | -99.9% | +167.7% | +84.4% |
| 3Y | +100.6% | -100.0% | +200.6% | +137.2% |
| 5Y | +19.8% | -100.0% | +119.8% | +42.7% |
| All | +73.7% | -100.0% | +173.7% | +130.0% |
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