+62.6%
ELV vs ZCMD
-100.0%
+162.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.3% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | -0.2% | -22.7% | +22.5% | -0.1% |
| 3M | -6.1% | -62.5% | +56.4% | -5.9% |
| 6M | +42.8% | -99.5% | +142.3% | +48.8% |
| YTD | +14.4% | -99.7% | +114.1% | +20.5% |
| 1Y | +28.6% | -99.9% | +128.5% | +37.1% |
| 3Y | -7.4% | -100.0% | +92.6% | +0.8% |
| 5Y | +14.5% | -100.0% | +114.5% | +25.1% |
| All | +62.6% | -100.0% | +162.6% | +85.6% |
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