-3.2%
FDS vs ZCMD
-100.0%
+96.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.8% | -1.2% |
| 7D | -14.0% | -5.4% | -8.6% | -14.0% |
| 30D | -6.2% | -24.8% | +18.6% | -6.3% |
| 3M | +10.2% | -62.8% | +73.0% | +10.1% |
| 6M | +27.4% | -99.5% | +127.0% | +29.1% |
| YTD | -9.3% | -99.8% | +90.5% | -7.5% |
| 1Y | -28.6% | -99.9% | +71.3% | -27.0% |
| 3Y | -36.8% | -100.0% | +63.2% | -34.4% |
| 5Y | -28.6% | -100.0% | +71.4% | -25.8% |
| All | -3.2% | -100.0% | +96.8% | +11.1% |
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