+190.4%
ETN vs ZCMD
-100.0%
+290.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.1% | +11.0% | +4.0% |
| 7D | +3.5% | -5.4% | +9.0% | +3.6% |
| 30D | -7.5% | -24.8% | +17.3% | -7.3% |
| 3M | +8.3% | -62.8% | +71.1% | +7.2% |
| 6M | +20.2% | -99.5% | +119.7% | +19.8% |
| YTD | +34.7% | -99.8% | +134.4% | +34.3% |
| 1Y | +19.4% | -99.9% | +119.4% | +19.0% |
| 3Y | +85.5% | -100.0% | +185.5% | +86.0% |
| All | +190.4% | -100.0% | +290.4% | +185.9% |
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