-20.8%
ELAN vs ZCMD
-100.0%
+79.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.4% | +1.4% |
| 7D | -5.4% | -5.4% | 0.0% | -5.4% |
| 30D | +4.7% | -24.8% | +29.5% | +5.0% |
| 3M | -3.7% | -62.8% | +59.1% | -4.6% |
| 6M | -1.2% | -99.5% | +98.3% | +4.8% |
| YTD | +2.4% | -99.8% | +102.1% | +10.0% |
| 1Y | +23.4% | -99.9% | +123.3% | +34.8% |
| 3Y | +96.7% | -100.0% | +196.7% | +125.8% |
| 5Y | -30.6% | -100.0% | +69.4% | -20.0% |
| All | -20.8% | -100.0% | +79.2% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling