+472.2%
ELF vs ZCMD
-100.0%
+572.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.1% |
| 7D | -6.8% | -4.1% | -2.6% | -6.8% |
| 30D | +5.1% | -22.7% | +27.8% | +5.2% |
| 3M | +79.8% | -62.5% | +142.3% | +80.1% |
| 6M | +29.7% | -99.5% | +129.2% | +34.9% |
| YTD | +31.6% | -99.7% | +131.4% | +37.8% |
| 1Y | -27.9% | -99.9% | +72.0% | -24.0% |
| 3Y | -26.4% | -100.0% | +73.6% | -19.8% |
| 5Y | +235.6% | -100.0% | +335.6% | +266.6% |
| All | +472.2% | -100.0% | +572.2% | +593.2% |
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