+89.2%
XLV vs ZCMD
-100.0%
+189.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.2% |
| 7D | -3.6% | -5.4% | +1.9% | -3.5% |
| 30D | -1.8% | -24.8% | +23.0% | -1.8% |
| 3M | +7.8% | -62.8% | +70.6% | +7.6% |
| 6M | +9.1% | -99.5% | +108.6% | +12.1% |
| YTD | +7.7% | -99.8% | +107.5% | +11.4% |
| 1Y | +20.4% | -99.9% | +120.3% | +25.6% |
| 3Y | +30.8% | -100.0% | +130.8% | +39.6% |
| 5Y | +34.6% | -100.0% | +134.6% | +43.8% |
| All | +89.2% | -100.0% | +189.2% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling