+53.6%
ED vs ZCMD
-100.0%
+153.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.3% |
| 7D | -0.2% | -8.0% | +7.8% | -0.2% |
| 30D | -0.1% | -27.9% | +27.7% | -0.1% |
| 3M | +3.9% | -74.6% | +78.5% | +4.0% |
| 6M | -3.0% | -99.5% | +96.4% | -3.2% |
| YTD | +10.7% | -99.7% | +110.4% | +10.3% |
| 1Y | +13.3% | -99.9% | +113.2% | +12.7% |
| 3Y | +34.5% | -100.0% | +134.5% | +32.6% |
| 5Y | +67.1% | -100.0% | +167.1% | +64.6% |
| All | +53.6% | -100.0% | +153.6% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling