+101.2%
EFA vs ZCMD
-100.0%
+201.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | -1.7% | -24.8% | +23.1% | -1.4% |
| 3M | +3.5% | -62.8% | +66.3% | +2.6% |
| 6M | +9.5% | -99.5% | +109.0% | +13.9% |
| YTD | +12.9% | -99.8% | +112.6% | +18.5% |
| 1Y | +18.2% | -99.9% | +118.1% | +25.7% |
| 3Y | +64.8% | -100.0% | +164.8% | +82.3% |
| 5Y | +53.9% | -100.0% | +153.9% | +70.3% |
| All | +101.2% | -100.0% | +201.2% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling