+77.8%
ESI vs ZCMD
-100.0%
+177.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | +5.5% | -7.7% | +13.2% | +5.6% |
| 30D | -7.8% | -34.8% | +27.0% | -7.3% |
| 3M | -15.0% | -56.3% | +41.3% | -14.4% |
| 6M | -24.9% | -99.7% | +74.8% | -20.3% |
| YTD | +33.2% | -99.9% | +133.1% | +42.7% |
| 1Y | +24.9% | -99.9% | +124.9% | +34.3% |
| 3Y | +77.8% | -100.0% | +177.7% | +88.5% |
| All | +77.8% | -100.0% | +177.7% | +88.5% |
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 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