+297.2%
FANG vs ZCMD
-100.0%
+397.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | 0.0% |
| 7D | +2.9% | -5.4% | +8.3% | +3.0% |
| 30D | +2.6% | -24.8% | +27.4% | +3.2% |
| 3M | +7.6% | -62.8% | +70.4% | +5.3% |
| 6M | +17.3% | -99.5% | +116.8% | +28.1% |
| YTD | +38.7% | -99.8% | +138.4% | +55.0% |
| 1Y | +51.6% | -99.9% | +151.5% | +75.2% |
| 3Y | +50.0% | -100.0% | +150.0% | +94.4% |
| 5Y | +237.6% | -100.0% | +337.6% | +337.1% |
| All | +297.2% | -100.0% | +397.2% | +939.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling