-24.5%
XYL vs ZCMD
-99.9%
+75.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.7% | -2.0% |
| 7D | -5.0% | -8.0% | +3.0% | -5.1% |
| 30D | -13.2% | -27.9% | +14.7% | -13.3% |
| 3M | -3.7% | -74.6% | +70.9% | -4.0% |
| 6M | -17.7% | -99.5% | +81.8% | -17.8% |
| YTD | -21.5% | -99.7% | +78.2% | -21.2% |
| 1Y | -24.5% | -99.9% | +75.4% | -22.4% |
| All | -24.5% | -99.9% | +75.4% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling