+527.0%
ELF vs ZCMD
-100.0%
+627.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.1% |
| 7D | +5.4% | -8.0% | +13.4% | +5.4% |
| 30D | +27.0% | -27.9% | +54.9% | +27.1% |
| 3M | +113.2% | -74.6% | +187.8% | +114.7% |
| 6M | +36.6% | -99.5% | +136.0% | +42.0% |
| YTD | +44.2% | -99.7% | +144.0% | +51.0% |
| 1Y | -18.0% | -99.9% | +81.9% | -13.6% |
| 3Y | -19.9% | -100.0% | +80.1% | -12.7% |
| 5Y | +257.7% | -100.0% | +357.7% | +291.5% |
| All | +527.0% | -100.0% | +627.0% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling