+248.2%
ESI vs ZCMD
-100.0%
+348.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -4.6% | -5.4% | +0.8% | -4.6% |
| 30D | -10.5% | -24.8% | +14.3% | -10.2% |
| 3M | -19.8% | -62.8% | +43.0% | -20.5% |
| 6M | +5.8% | -99.5% | +105.3% | +13.0% |
| YTD | +38.3% | -99.8% | +138.1% | +49.4% |
| 1Y | +31.5% | -99.9% | +131.4% | +44.2% |
| 3Y | +80.7% | -100.0% | +180.7% | +104.8% |
| 5Y | +69.4% | -100.0% | +169.4% | +92.5% |
| All | +248.2% | -100.0% | +348.2% | +349.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling