+118.7%
XRT vs ZCMD
-100.0%
+218.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.5% |
| 7D | -3.2% | -5.4% | +2.2% | -3.1% |
| 30D | -4.5% | -24.8% | +20.3% | -4.3% |
| 3M | -3.1% | -62.8% | +59.7% | -3.6% |
| 6M | +4.2% | -99.5% | +103.8% | +9.2% |
| YTD | -0.1% | -99.8% | +99.7% | +5.8% |
| 1Y | -3.0% | -99.9% | +96.9% | +4.2% |
| 3Y | +41.8% | -100.0% | +141.8% | +58.5% |
| 5Y | -1.3% | -100.0% | +98.7% | +10.6% |
| All | +118.7% | -100.0% | +218.7% | +164.8% |
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