-15.6%
XYL vs ZCMD
-100.0%
+84.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | -13.2% | -19.8% | +6.6% | -13.2% |
| 3M | -0.2% | -62.1% | +61.9% | -0.4% |
| 6M | -12.5% | -99.5% | +87.0% | -11.4% |
| YTD | -20.9% | -99.7% | +78.9% | -19.5% |
| 1Y | -21.6% | -99.9% | +78.3% | -19.8% |
| 3Y | +16.1% | -100.0% | +116.1% | +19.4% |
| 5Y | -15.6% | -100.0% | +84.4% | -13.8% |
| All | -15.6% | -100.0% | +84.4% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling