+40.1%
XYL vs ZCMD
-100.0%
+140.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -9.2% | -21.6% | +12.4% | -9.1% |
| 3M | -0.3% | -67.4% | +67.1% | -0.7% |
| 6M | -11.0% | -99.4% | +88.5% | -8.2% |
| YTD | -19.2% | -99.7% | +80.5% | -15.8% |
| 1Y | -21.2% | -99.9% | +78.7% | -17.0% |
| 3Y | +18.6% | -100.0% | +118.6% | +29.4% |
| 5Y | -14.3% | -100.0% | +85.7% | -6.5% |
| All | +40.1% | -100.0% | +140.1% | +67.2% |
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