+148.7%
XLK vs ZCMD
-100.0%
+248.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.4% | +1.4% |
| 7D | +0.2% | -5.4% | +5.6% | +0.2% |
| 30D | -0.6% | -24.8% | +24.2% | -0.5% |
| 3M | +2.6% | -62.8% | +65.3% | +2.3% |
| 6M | +34.0% | -99.5% | +133.5% | +32.3% |
| YTD | +30.7% | -99.8% | +130.4% | +29.1% |
| 1Y | +39.2% | -99.9% | +139.1% | +37.4% |
| 3Y | +120.4% | -100.0% | +220.4% | +120.6% |
| All | +148.7% | -100.0% | +248.7% | +148.0% |
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 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