+84.9%
EWT vs ZCMD
-99.9%
+184.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.9% | +1.9% |
| 7D | -1.1% | -5.4% | +4.3% | -1.0% |
| 30D | +4.5% | -24.8% | +29.2% | +4.8% |
| 3M | +8.3% | -62.8% | +71.1% | +7.1% |
| 6M | +54.2% | -99.5% | +153.8% | +59.3% |
| YTD | +74.6% | -99.8% | +174.3% | +80.9% |
| 1Y | +84.9% | -99.9% | +184.8% | +96.0% |
| All | +84.9% | -99.9% | +184.8% | +96.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling