-76.7%
ENPH vs ZCMD
-100.0%
+23.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | +1.5% | -2.0% | +3.6% | +1.5% |
| 30D | -12.9% | -19.8% | +7.0% | -12.7% |
| 3M | -27.1% | -62.1% | +35.0% | -28.0% |
| 6M | -15.4% | -99.5% | +84.0% | -13.8% |
| YTD | +15.0% | -99.7% | +114.7% | +18.0% |
| 1Y | -0.7% | -99.9% | +99.2% | +2.6% |
| 3Y | -69.3% | -100.0% | +30.6% | -68.3% |
| 5Y | -76.7% | -100.0% | +23.3% | -75.9% |
| All | -76.7% | -100.0% | +23.3% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling