+14.2%
ELF vs ZCMD
-100.0%
+114.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +4.0% | +5.7% |
| 7D | +4.0% | -4.4% | +8.4% | +4.0% |
| 30D | +10.6% | -43.0% | +53.6% | +10.6% |
| 3M | +25.8% | -54.9% | +80.7% | +25.8% |
| 6M | +89.1% | -99.8% | +188.8% | +92.8% |
| YTD | +52.7% | -99.9% | +152.6% | +56.0% |
| 1Y | +51.7% | -99.9% | +151.6% | +54.9% |
| 3Y | +14.2% | -100.0% | +114.2% | +14.2% |
| All | +14.2% | -100.0% | +114.2% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling