-23.2%
FDS vs ZCMD
-100.0%
+76.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.0% | -7.4% | -3.4% |
| 7D | -8.8% | -4.1% | -4.7% | -8.8% |
| 30D | -1.4% | -22.7% | +21.3% | -1.5% |
| 3M | +13.9% | -62.5% | +76.4% | +14.1% |
| 6M | +27.4% | -99.5% | +126.8% | +27.4% |
| YTD | -2.5% | -99.7% | +97.3% | -2.0% |
| 1Y | -23.8% | -99.9% | +76.1% | -23.5% |
| 3Y | -32.5% | -100.0% | +67.5% | -32.6% |
| 5Y | -23.2% | -100.0% | +76.8% | -22.8% |
| All | -23.2% | -100.0% | +76.8% | -22.8% |
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