+23.8%
ED vs ZCMD
-99.9%
+123.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.4% |
| 7D | +2.1% | -7.7% | +9.8% | +2.1% |
| 30D | +10.4% | -34.8% | +45.2% | +10.5% |
| 3M | +12.5% | -56.3% | +68.9% | +12.7% |
| 6M | +14.9% | -99.7% | +114.6% | +17.2% |
| YTD | +24.8% | -99.9% | +124.7% | +27.0% |
| 1Y | +23.8% | -99.9% | +123.7% | +27.6% |
| All | +23.8% | -99.9% | +123.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling