+15.3%
ENTG vs ZCMD
-100.0%
+115.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +2.2% |
| 7D | +1.2% | -5.4% | +6.6% | +1.2% |
| 30D | -12.9% | -24.8% | +11.9% | -12.6% |
| 3M | -3.1% | -62.8% | +59.7% | -3.5% |
| 6M | +21.0% | -99.5% | +120.5% | +25.5% |
| YTD | +67.0% | -99.8% | +166.8% | +74.0% |
| 1Y | +68.6% | -99.9% | +168.5% | +76.4% |
| 3Y | +48.6% | -100.0% | +148.6% | +57.7% |
| All | +15.3% | -100.0% | +115.3% | +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 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