+46.0%
ELF vs ZCMD
-99.9%
+145.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.5% | -4.1% |
| 7D | +3.4% | -2.9% | +6.3% | +3.4% |
| 30D | +5.0% | -28.5% | +33.4% | +5.1% |
| 3M | +22.6% | -56.5% | +79.1% | +22.8% |
| 6M | +104.0% | -99.7% | +203.6% | +119.6% |
| YTD | +49.3% | -99.9% | +149.2% | +66.2% |
| 1Y | +46.0% | -99.9% | +145.9% | +73.9% |
| All | +46.0% | -99.9% | +145.9% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling