+145.0%
XLI vs ZCMD
-100.0%
+245.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.1% | +1.1% |
| 7D | -1.7% | -5.4% | +3.8% | -1.6% |
| 30D | -7.3% | -24.8% | +17.5% | -7.1% |
| 3M | -1.3% | -62.8% | +61.4% | -2.1% |
| 6M | +2.2% | -99.5% | +101.8% | +5.5% |
| YTD | +11.7% | -99.8% | +111.5% | +16.2% |
| 1Y | +14.3% | -99.9% | +114.2% | +20.1% |
| 3Y | +70.3% | -100.0% | +170.3% | +85.4% |
| 5Y | +82.3% | -100.0% | +182.3% | +98.6% |
| All | +145.0% | -100.0% | +245.0% | +193.3% |
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