+17.3%
EFX vs ZCMD
-100.0%
+117.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.6% |
| 7D | -4.5% | -5.4% | +0.9% | -4.5% |
| 30D | -6.1% | -24.8% | +18.7% | -6.1% |
| 3M | +6.2% | -62.8% | +69.0% | +6.2% |
| 6M | -11.2% | -99.5% | +88.3% | -8.3% |
| YTD | -21.4% | -99.8% | +78.4% | -18.1% |
| 1Y | -34.3% | -99.9% | +65.6% | -30.8% |
| 3Y | -12.5% | -100.0% | +87.5% | -5.9% |
| 5Y | -35.6% | -100.0% | +64.4% | -30.7% |
| All | +17.3% | -100.0% | +117.3% | +40.7% |
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 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