-65.8%
ETSY vs ZCMD
-100.0%
+34.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.6% |
| 7D | -4.9% | -5.4% | +0.5% | -4.9% |
| 30D | -8.6% | -24.8% | +16.2% | -8.8% |
| 3M | +4.8% | -62.8% | +67.6% | +5.5% |
| 6M | +38.1% | -99.5% | +137.6% | +37.8% |
| YTD | +31.2% | -99.8% | +131.0% | +31.0% |
| 1Y | +22.1% | -99.9% | +122.0% | +22.2% |
| 3Y | +12.2% | -100.0% | +112.2% | +18.1% |
| All | -65.8% | -100.0% | +34.2% | -62.5% |
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