+62.8%
FDX vs ZCMD
-100.0%
+162.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | -1.4% | -21.6% | +20.2% | -1.3% |
| 3M | -4.5% | -67.4% | +62.8% | -4.7% |
| 6M | +9.4% | -99.4% | +108.8% | +9.3% |
| YTD | +36.0% | -99.7% | +135.8% | +36.1% |
| 1Y | +75.5% | -99.9% | +175.4% | +76.0% |
| 3Y | +62.8% | -100.0% | +162.8% | +67.0% |
| All | +62.8% | -100.0% | +162.8% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling