+64.0%
FBTC vs ZCMD
-100.0%
+164.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.4% |
| 7D | -5.8% | -2.0% | -3.8% | -5.8% |
| 30D | +21.4% | -19.8% | +41.2% | +21.7% |
| 3M | +24.5% | -62.1% | +86.5% | +22.8% |
| 6M | +9.9% | -99.5% | +109.4% | +11.9% |
| YTD | -12.0% | -99.7% | +87.7% | -10.4% |
| 1Y | -32.3% | -99.9% | +67.6% | -31.7% |
| All | +64.0% | -100.0% | +164.0% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling