+263.5%
FAST vs ZCMD
-100.0%
+363.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.1% |
| 7D | +5.0% | -2.9% | +7.9% | +5.0% |
| 30D | +8.6% | -28.5% | +37.0% | +8.7% |
| 3M | +6.9% | -56.5% | +63.5% | +7.2% |
| 6M | +29.6% | -99.7% | +129.2% | +33.2% |
| YTD | +41.4% | -99.9% | +141.3% | +46.3% |
| 1Y | +38.5% | -99.9% | +138.4% | +43.8% |
| 3Y | +98.7% | -100.0% | +198.7% | +110.8% |
| 5Y | +108.0% | -100.0% | +208.0% | +122.3% |
| All | +263.5% | -100.0% | +363.5% | +340.6% |
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