+18.2%
EFA vs ZCMD
-99.9%
+118.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.0% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | -1.7% | -24.8% | +23.1% | -1.5% |
| 3M | +3.5% | -62.8% | +66.3% | +3.0% |
| 6M | +9.5% | -99.5% | +109.0% | +13.3% |
| YTD | +12.9% | -99.8% | +112.6% | +18.3% |
| 1Y | +18.2% | -99.9% | +118.1% | +26.5% |
| All | +18.2% | -99.9% | +118.1% | +26.5% |
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