-99.9%
ZCMD vs EFV
+27.7%
-127.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.1% | -10.4% |
| 7D | -5.4% | -0.8% | -4.6% | -3.4% |
| 30D | -24.8% | +0.6% | -25.4% | -27.6% |
| 3M | -62.8% | +7.5% | -70.3% | -67.4% |
| 6M | -99.5% | +13.0% | -112.6% | -99.6% |
| YTD | -99.8% | +18.3% | -118.1% | -99.8% |
| 1Y | -99.9% | +26.7% | -126.6% | -99.9% |
| All | -99.9% | +27.7% | -127.6% | -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