+21.8%
FDS vs ZCMD
-99.9%
+121.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +1.5% | -7.7% | +9.2% | +1.4% |
| 30D | +14.8% | -34.8% | +49.6% | +14.4% |
| 3M | +16.3% | -56.3% | +72.6% | +15.5% |
| 6M | +66.2% | -99.7% | +165.9% | +66.5% |
| YTD | +16.2% | -99.9% | +116.1% | +22.7% |
| 1Y | +21.8% | -99.9% | +121.8% | +35.1% |
| All | +21.8% | -99.9% | +121.7% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling