+125.7%
XHB vs ZCMD
-100.0%
+225.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.7% |
| 7D | -4.6% | -5.4% | +0.8% | -4.6% |
| 30D | -9.1% | -24.8% | +15.7% | -8.9% |
| 3M | -8.6% | -62.8% | +54.2% | -9.2% |
| 6M | -4.0% | -99.5% | +95.5% | +1.2% |
| YTD | -3.9% | -99.8% | +95.8% | +2.5% |
| 1Y | -16.5% | -99.9% | +83.4% | -9.3% |
| 3Y | +22.6% | -100.0% | +122.6% | +38.3% |
| 5Y | +33.9% | -100.0% | +133.9% | +51.4% |
| All | +125.7% | -100.0% | +225.7% | +175.5% |
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