+8.9%
XLRE vs ZCMD
-100.0%
+108.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | +0.9% |
| 7D | -1.2% | -5.4% | +4.3% | -1.2% |
| 30D | -2.4% | -24.8% | +22.4% | -2.4% |
| 3M | -2.5% | -62.8% | +60.3% | -2.6% |
| 6M | +4.0% | -99.5% | +103.5% | +6.8% |
| YTD | +9.3% | -99.8% | +109.0% | +12.8% |
| 1Y | +5.6% | -99.9% | +105.5% | +9.5% |
| 3Y | +31.3% | -100.0% | +131.3% | +36.8% |
| All | +8.9% | -100.0% | +108.9% | +13.6% |
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