+67.3%
ED vs ZCMD
-100.0%
+167.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -0.2% | -4.1% | +4.0% | -0.2% |
| 30D | +1.9% | -22.7% | +24.7% | +2.0% |
| 3M | +1.9% | -62.5% | +64.3% | +1.9% |
| 6M | -2.3% | -99.5% | +97.2% | -1.7% |
| YTD | +10.9% | -99.7% | +110.6% | +11.5% |
| 1Y | +14.5% | -99.9% | +114.4% | +15.2% |
| 3Y | +33.4% | -100.0% | +133.4% | +34.5% |
| 5Y | +67.3% | -100.0% | +167.3% | +67.4% |
| All | +67.3% | -100.0% | +167.3% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling