-23.3%
ELF vs ZCMD
-100.0%
+76.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | +5.9% | -21.6% | +27.5% | +5.9% |
| 3M | +99.5% | -67.4% | +166.9% | +101.0% |
| 6M | +26.5% | -99.4% | +126.0% | +29.3% |
| YTD | +37.2% | -99.7% | +136.9% | +40.3% |
| 1Y | -24.4% | -99.9% | +75.5% | -22.8% |
| 3Y | -23.3% | -100.0% | +76.7% | -25.9% |
| All | -23.3% | -100.0% | +76.7% | -25.9% |
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 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