+37.7%
XYL vs ZCMD
-100.0%
+137.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.4% |
| 7D | +1.2% | -5.4% | +6.6% | +1.2% |
| 30D | -11.9% | -24.8% | +12.8% | -11.8% |
| 3M | -1.5% | -62.8% | +61.2% | -2.2% |
| 6M | -11.9% | -99.5% | +87.6% | -9.0% |
| YTD | -20.6% | -99.8% | +79.2% | -17.2% |
| 1Y | -23.5% | -99.9% | +76.4% | -19.3% |
| 3Y | +14.9% | -100.0% | +114.8% | +25.4% |
| 5Y | -15.3% | -100.0% | +84.7% | -7.4% |
| All | +37.7% | -100.0% | +137.7% | +64.4% |
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 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