+88.3%
ESI vs ZCMD
-100.0%
+188.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.2% |
| 7D | +3.9% | -4.1% | +8.1% | +4.0% |
| 30D | -3.8% | -22.7% | +18.9% | -3.6% |
| 3M | -13.1% | -62.5% | +49.4% | -13.4% |
| 6M | +11.3% | -99.5% | +110.8% | +17.4% |
| YTD | +44.1% | -99.7% | +143.8% | +53.2% |
| 1Y | +40.3% | -99.9% | +140.2% | +50.3% |
| All | +88.3% | -100.0% | +188.2% | +94.0% |
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