-100.0%
ZCMD vs URA
+131.0%
-231.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | -1.4% | +8.1% | -9.5% | -2.5% |
| 30D | -21.6% | +5.8% | -27.3% | -22.4% |
| 3M | -67.4% | +3.4% | -70.8% | -67.7% |
| 6M | -99.4% | -2.6% | -96.8% | -99.4% |
| YTD | -99.7% | +11.2% | -110.9% | -99.7% |
| 1Y | -99.9% | +19.8% | -119.7% | -99.9% |
| 3Y | -100.0% | +121.5% | -221.4% | -100.0% |
| 5Y | -100.0% | +134.5% | -234.4% | -100.0% |
| All | -100.0% | +131.0% | -231.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling