+72.3%
ELV vs ZCMD
-100.0%
+172.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.5% |
| 7D | +3.2% | -5.4% | +8.6% | +3.2% |
| 30D | +5.4% | -24.8% | +30.1% | +5.4% |
| 3M | +5.4% | -62.8% | +68.1% | +5.5% |
| 6M | +45.7% | -99.5% | +145.2% | +52.0% |
| YTD | +21.2% | -99.8% | +121.0% | +27.7% |
| 1Y | +35.6% | -99.9% | +135.5% | +44.7% |
| 3Y | -2.0% | -100.0% | +98.0% | +6.8% |
| 5Y | +26.0% | -100.0% | +126.0% | +37.7% |
| All | +72.3% | -100.0% | +172.3% | +96.7% |
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 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