+101.2%
ET vs ZCMD
-100.0%
+201.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | +4.6% | -19.8% | +24.4% | +4.6% |
| 3M | +16.0% | -62.1% | +78.1% | +16.1% |
| 6M | +22.8% | -99.5% | +122.3% | +23.1% |
| YTD | +38.9% | -99.7% | +138.6% | +39.1% |
| 1Y | +34.1% | -99.9% | +134.0% | +34.0% |
| All | +101.2% | -100.0% | +201.1% | +102.6% |
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