+236.5%
ET vs ZCMD
-100.0%
+336.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.2% | -0.8% |
| 7D | +0.2% | -5.4% | +5.7% | +0.3% |
| 30D | +2.9% | -24.8% | +27.6% | +3.0% |
| 3M | +16.8% | -62.8% | +79.6% | +16.0% |
| 6M | +18.9% | -99.5% | +118.4% | +24.0% |
| YTD | +37.7% | -99.8% | +137.5% | +45.1% |
| 1Y | +32.4% | -99.9% | +132.3% | +41.5% |
| 3Y | +99.5% | -100.0% | +199.5% | +127.0% |
| 5Y | +244.0% | -100.0% | +343.9% | +293.1% |
| All | +236.5% | -100.0% | +336.5% | +405.0% |
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 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