+405.2%
XME vs ZCMD
-100.0%
+505.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.1% | -0.9% |
| 7D | -4.2% | -5.4% | +1.2% | -4.1% |
| 30D | -2.7% | -24.8% | +22.1% | -2.3% |
| 3M | -3.9% | -62.8% | +58.9% | -5.0% |
| 6M | -1.0% | -99.5% | +98.6% | +4.0% |
| YTD | +9.8% | -99.8% | +109.6% | +16.8% |
| 1Y | +32.5% | -99.9% | +132.5% | +43.7% |
| 3Y | +124.3% | -100.0% | +224.3% | +160.9% |
| 5Y | +165.8% | -100.0% | +265.8% | +210.7% |
| All | +405.2% | -100.0% | +505.2% | +636.7% |
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