-28.6%
ENPH vs ZCMD
-100.0%
+71.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.1% | +5.7% | -1.2% |
| 7D | -0.1% | -5.4% | +5.4% | +0.1% |
| 30D | -10.8% | -24.8% | +13.9% | -10.3% |
| 3M | -33.8% | -62.8% | +29.0% | -35.3% |
| 6M | -16.1% | -99.5% | +83.4% | -8.8% |
| YTD | +13.4% | -99.8% | +113.2% | +26.1% |
| 1Y | -2.6% | -99.9% | +97.3% | +11.7% |
| 3Y | -70.3% | -100.0% | +29.7% | -62.4% |
| 5Y | -77.0% | -100.0% | +23.0% | -70.7% |
| All | -28.6% | -100.0% | +71.4% | +19.5% |
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