+221.5%
FAST vs ZCMD
-100.0%
+321.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -4.7% | -21.6% | +16.8% | -4.7% |
| 3M | +7.9% | -67.4% | +75.3% | +7.5% |
| 6M | +7.4% | -99.4% | +106.9% | +10.2% |
| YTD | +25.1% | -99.7% | +124.8% | +29.1% |
| 1Y | +4.7% | -99.9% | +104.6% | +8.8% |
| 3Y | +94.7% | -100.0% | +194.7% | +106.5% |
| 5Y | +106.8% | -100.0% | +206.7% | +119.2% |
| All | +221.5% | -100.0% | +321.5% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling