+196.8%
FDX vs ZCMD
-100.0%
+296.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -4.9% | -22.7% | +17.8% | -4.7% |
| 3M | -6.5% | -62.5% | +56.0% | -7.2% |
| 6M | +6.7% | -99.5% | +106.1% | +10.7% |
| YTD | +33.9% | -99.7% | +133.6% | +40.7% |
| 1Y | +72.2% | -99.9% | +172.1% | +84.0% |
| 3Y | +60.2% | -100.0% | +160.2% | +81.5% |
| 5Y | +62.9% | -100.0% | +162.9% | +84.7% |
| All | +196.8% | -100.0% | +296.8% | +286.3% |
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