+577.6%
ELF vs ZCMD
-100.0%
+677.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | +6.3% | -3.0% | +9.3% | +6.3% |
| 30D | +8.5% | -39.5% | +48.0% | +8.7% |
| 3M | +24.4% | -57.8% | +82.2% | +24.8% |
| 6M | +94.7% | -99.7% | +194.4% | +102.9% |
| YTD | +55.9% | -99.9% | +155.7% | +63.6% |
| 1Y | +48.4% | -99.9% | +148.3% | +56.2% |
| 3Y | +24.6% | -100.0% | +124.6% | +35.7% |
| 5Y | +285.0% | -100.0% | +385.0% | +324.3% |
| All | +577.6% | -100.0% | +677.6% | +722.9% |
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