+267.1%
ESI vs ZCMD
-100.0%
+367.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | -4.2% | -21.6% | +17.4% | -4.0% |
| 3M | -9.6% | -67.4% | +57.8% | -10.0% |
| 6M | +18.3% | -99.4% | +117.8% | +25.8% |
| YTD | +45.8% | -99.7% | +145.6% | +57.5% |
| 1Y | +39.2% | -99.9% | +139.0% | +52.2% |
| 3Y | +86.3% | -100.0% | +186.3% | +111.0% |
| 5Y | +76.2% | -100.0% | +176.2% | +99.8% |
| All | +267.1% | -100.0% | +367.1% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling