+51.5%
ENTG vs ZCMD
-100.0%
+151.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.3% |
| 7D | +8.9% | -4.1% | +13.1% | +9.0% |
| 30D | -0.8% | -22.7% | +21.9% | -0.6% |
| 3M | +6.6% | -62.5% | +69.0% | +6.2% |
| 6M | +22.1% | -99.5% | +121.5% | +26.0% |
| YTD | +70.2% | -99.7% | +169.9% | +76.1% |
| 1Y | +76.7% | -99.9% | +176.6% | +83.1% |
| All | +51.5% | -100.0% | +151.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling