-100.0%
ZCMD vs ESTC
+26.9%
-126.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -3.8% |
| 7D | -8.0% | -8.1% | +0.1% | -8.0% |
| 30D | -27.9% | +31.7% | -59.6% | -27.7% |
| 3M | -74.6% | +41.1% | -115.6% | -74.5% |
| 6M | -99.5% | +77.1% | -176.5% | -99.5% |
| YTD | -99.7% | +21.7% | -121.4% | -99.7% |
| 1Y | -99.9% | +8.4% | -108.3% | -99.9% |
| 3Y | -100.0% | +23.6% | -123.6% | -100.0% |
| 5Y | -100.0% | -46.5% | -53.5% | -100.0% |
| All | -100.0% | +26.9% | -126.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling