-100.0%
ZCMD vs EFV
+88.2%
-188.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -2.0% | -2.0% | 0.0% | +0.2% |
| 30D | -19.8% | -0.2% | -19.6% | -20.0% |
| 3M | -62.1% | +9.1% | -71.2% | -63.9% |
| 6M | -99.5% | +11.7% | -111.2% | -99.5% |
| YTD | -99.7% | +17.0% | -116.8% | -99.8% |
| 1Y | -99.9% | +26.7% | -126.6% | -99.9% |
| All | -100.0% | +88.2% | -188.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling