-100.0%
ZCMD vs EFV
+131.7%
-231.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.9% |
| 30D | -21.6% | +0.2% | -21.7% | -21.8% |
| 3M | -67.4% | +9.6% | -77.0% | -68.4% |
| 6M | -99.4% | +14.0% | -113.5% | -99.5% |
| YTD | -99.7% | +18.5% | -118.2% | -99.8% |
| 1Y | -99.9% | +27.9% | -127.8% | -99.9% |
| 3Y | -100.0% | +92.4% | -192.4% | -100.0% |
| 5Y | -100.0% | +97.2% | -197.2% | -100.0% |
| All | -100.0% | +131.7% | -231.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling