+33.6%
ED vs ZCMD
-100.0%
+133.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | +1.1% | -21.6% | +22.7% | +1.1% |
| 3M | +4.6% | -67.4% | +72.0% | +4.7% |
| 6M | -2.0% | -99.4% | +97.5% | -1.6% |
| YTD | +11.7% | -99.7% | +111.4% | +12.1% |
| 1Y | +15.7% | -99.9% | +115.6% | +16.0% |
| All | +33.6% | -100.0% | +133.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling