+235.7%
ET vs ZCMD
-100.0%
+335.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +0.9% | -8.0% | +8.9% | +1.0% |
| 30D | +7.5% | -27.9% | +35.4% | +7.7% |
| 3M | +11.4% | -74.6% | +86.0% | +11.3% |
| 6M | +18.5% | -99.5% | +118.0% | +23.4% |
| YTD | +37.4% | -99.7% | +137.1% | +44.7% |
| 1Y | +30.9% | -99.9% | +130.8% | +39.5% |
| 3Y | +98.7% | -100.0% | +198.7% | +126.2% |
| 5Y | +230.7% | -100.0% | +330.7% | +279.2% |
| All | +235.7% | -100.0% | +335.7% | +403.6% |
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 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