-100.0%
ZCMD vs URA
+290.3%
-390.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -3.8% |
| 7D | -2.9% | +4.5% | -7.4% | -3.8% |
| 30D | -28.5% | -13.4% | -15.0% | -26.3% |
| 3M | -56.5% | -28.4% | -28.1% | -53.5% |
| 6M | -99.7% | -40.5% | -59.2% | -99.6% |
| YTD | -99.9% | -24.3% | -75.6% | -99.9% |
| 1Y | -99.9% | -28.8% | -71.1% | -99.9% |
| 3Y | -100.0% | +37.6% | -137.6% | -100.0% |
| 5Y | -100.0% | +30.7% | -130.7% | -100.0% |
| All | -100.0% | +290.3% | -390.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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