+173.0%
ENTG vs ZCMD
-100.0%
+273.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +8.9% | -1.4% | +10.3% | +9.0% |
| 30D | -7.2% | -21.6% | +14.3% | -6.9% |
| 3M | +6.4% | -67.4% | +73.8% | +5.6% |
| 6M | +25.7% | -99.4% | +125.1% | +34.0% |
| YTD | +67.9% | -99.7% | +167.6% | +82.0% |
| 1Y | +72.4% | -99.9% | +172.3% | +89.8% |
| 3Y | +48.4% | -100.0% | +148.4% | +74.2% |
| 5Y | +20.1% | -100.0% | +120.1% | +40.9% |
| All | +173.0% | -100.0% | +273.0% | +273.4% |
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 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