+43.5%
ETSY vs ZCMD
-100.0%
+143.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -12.7% | -2.0% | -10.7% | -12.7% |
| 30D | -9.9% | -19.8% | +9.9% | -9.9% |
| 3M | +4.2% | -62.1% | +66.2% | +3.9% |
| 6M | +34.2% | -99.5% | +133.7% | +41.2% |
| YTD | +29.1% | -99.7% | +128.9% | +37.7% |
| 1Y | +23.8% | -99.9% | +123.7% | +34.7% |
| 3Y | +6.6% | -100.0% | +106.6% | +28.4% |
| 5Y | -67.0% | -100.0% | +33.0% | -59.6% |
| All | +43.5% | -100.0% | +143.5% | +77.5% |
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 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