+32.0%
XEL vs ZCMD
-100.0%
+132.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.1% |
| 7D | -0.3% | -5.4% | +5.1% | -0.3% |
| 30D | -3.9% | -24.8% | +20.8% | -3.9% |
| 3M | -2.8% | -62.8% | +60.0% | -3.0% |
| 6M | -5.4% | -99.5% | +94.1% | -3.3% |
| YTD | +3.8% | -99.8% | +103.5% | +6.3% |
| 1Y | +6.8% | -99.9% | +106.7% | +9.8% |
| 3Y | +45.6% | -100.0% | +145.6% | +49.1% |
| All | +32.0% | -100.0% | +132.0% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling