+100.9%
EFA vs ZCMD
-100.0%
+200.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.2% |
| 7D | -0.5% | -4.1% | +3.7% | -0.4% |
| 30D | -1.3% | -22.7% | +21.4% | -1.1% |
| 3M | +5.2% | -62.5% | +67.7% | +4.3% |
| 6M | +9.4% | -99.5% | +108.8% | +13.5% |
| YTD | +12.7% | -99.7% | +112.5% | +18.2% |
| 1Y | +19.3% | -99.9% | +119.2% | +26.7% |
| 3Y | +66.3% | -100.0% | +166.3% | +83.7% |
| 5Y | +53.4% | -100.0% | +153.3% | +69.5% |
| All | +100.9% | -100.0% | +200.9% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling