-99.9%
ZCMD vs EFV
+30.7%
-130.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.6% | -3.3% |
| 7D | -8.0% | +1.5% | -9.5% | -12.4% |
| 30D | -27.9% | +1.7% | -29.6% | -32.9% |
| 3M | -74.6% | +8.6% | -83.2% | -78.1% |
| 6M | -99.5% | +11.7% | -111.1% | -99.5% |
| YTD | -99.7% | +19.3% | -119.0% | -99.8% |
| 1Y | -99.9% | +30.2% | -130.1% | -99.9% |
| All | -99.9% | +30.7% | -130.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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