-100.0%
ZCMD vs ESTC
+19.0%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -4.4% |
| 7D | -3.0% | -3.6% | +0.5% | -3.7% |
| 30D | -39.5% | -11.2% | -28.3% | -40.9% |
| 3M | -57.8% | +14.3% | -72.1% | -56.3% |
| 6M | -99.7% | +67.0% | -166.7% | -99.6% |
| YTD | -99.9% | +15.7% | -115.5% | -99.8% |
| 1Y | -99.9% | -6.3% | -93.6% | -99.9% |
| 3Y | -100.0% | +14.5% | -114.5% | -100.0% |
| All | -100.0% | +19.0% | -119.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling