-100.0%
ZCMD vs URA
+465.2%
-565.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.4% | +4.3% |
| 7D | -4.1% | +5.7% | -9.9% | -5.2% |
| 30D | -22.7% | +5.6% | -28.3% | -23.9% |
| 3M | -62.5% | +6.2% | -68.7% | -62.9% |
| 6M | -99.5% | -8.2% | -91.2% | -99.5% |
| YTD | -99.7% | +9.7% | -109.4% | -99.7% |
| 1Y | -99.9% | +17.0% | -116.9% | -99.9% |
| 3Y | -100.0% | +118.5% | -218.5% | -100.0% |
| 5Y | -100.0% | +134.3% | -234.3% | -100.0% |
| All | -100.0% | +465.2% | -565.2% | -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