+76.5%
ESI vs ZCMD
-100.0%
+176.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.5% |
| 6M | +11.3% | -99.5% | +110.8% | +16.9% |
| YTD | +44.1% | -99.7% | +143.8% | +52.6% |
| 1Y | +40.3% | -99.9% | +140.2% | +49.7% |
| 3Y | +84.1% | -100.0% | +184.0% | +96.9% |
| All | +76.5% | -100.0% | +176.5% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling