+207.7%
FDX vs ZCMD
-100.0%
+307.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | +0.8% | -2.9% | +3.7% | +0.8% |
| 30D | +9.9% | -28.5% | +38.3% | +10.3% |
| 3M | -1.9% | -56.5% | +54.6% | -1.1% |
| 6M | +6.1% | -99.7% | +105.7% | +10.7% |
| YTD | +38.8% | -99.9% | +138.7% | +46.7% |
| 1Y | +50.0% | -99.9% | +149.9% | +59.7% |
| 3Y | +71.0% | -100.0% | +171.0% | +93.5% |
| 5Y | +72.5% | -100.0% | +172.5% | +98.7% |
| All | +207.7% | -100.0% | +307.7% | +302.9% |
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