+125.9%
XRT vs ZCMD
-100.0%
+225.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.0% |
| 7D | +0.8% | -8.0% | +8.8% | +0.9% |
| 30D | -4.2% | -27.9% | +23.7% | -3.9% |
| 3M | +5.1% | -74.6% | +79.7% | +5.1% |
| 6M | +2.4% | -99.5% | +101.9% | +7.0% |
| YTD | +3.2% | -99.7% | +102.9% | +9.2% |
| 1Y | +1.5% | -99.9% | +101.4% | +8.8% |
| 3Y | +40.6% | -100.0% | +140.6% | +57.1% |
| 5Y | -1.0% | -100.0% | +99.0% | +11.2% |
| All | +125.9% | -100.0% | +225.9% | +173.4% |
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