+35.8%
EQT vs ZCMD
-100.0%
+135.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -1.2% | -2.0% | +0.9% | -1.1% |
| 30D | +1.1% | -19.8% | +20.9% | +1.3% |
| 3M | +4.8% | -62.1% | +66.9% | +4.2% |
| 6M | -10.6% | -99.5% | +88.9% | -10.5% |
| YTD | +3.4% | -99.7% | +103.2% | +3.6% |
| 1Y | +8.7% | -99.9% | +108.6% | +8.7% |
| All | +35.8% | -100.0% | +135.8% | +34.9% |
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 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