-100.0%
ZCMD vs ESTC
+15.4%
-115.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.7% |
| 7D | -2.0% | -13.2% | +11.1% | -2.1% |
| 30D | -19.8% | +9.3% | -29.2% | -19.8% |
| 3M | -62.1% | +37.3% | -99.4% | -62.0% |
| 6M | -99.5% | +61.0% | -160.5% | -99.5% |
| YTD | -99.7% | +10.7% | -110.4% | -99.7% |
| 1Y | -99.9% | -7.2% | -92.7% | -99.9% |
| 3Y | -100.0% | +7.2% | -107.2% | -100.0% |
| 5Y | -100.0% | -47.7% | -52.3% | -100.0% |
| All | -100.0% | +15.4% | -115.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling