+52.7%
EFA vs ZCMD
-100.0%
+152.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 6M | +9.5% | -99.5% | +109.0% | +11.9% |
| YTD | +12.9% | -99.8% | +112.6% | +15.9% |
| 1Y | +18.2% | -99.9% | +118.1% | +22.1% |
| 3Y | +64.8% | -100.0% | +164.8% | +73.3% |
| All | +52.7% | -100.0% | +152.7% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling