+27.5%
FE vs ZCMD
-100.0%
+127.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | +1.2% | -7.7% | +8.9% | +1.3% |
| 30D | +4.5% | -34.8% | +39.3% | +4.7% |
| 3M | +1.3% | -56.3% | +57.7% | +1.7% |
| 6M | +8.7% | -99.7% | +108.3% | +11.2% |
| YTD | +9.2% | -99.9% | +109.1% | +12.2% |
| 1Y | +7.0% | -99.9% | +106.9% | +10.2% |
| 3Y | +51.4% | -100.0% | +151.4% | +59.3% |
| 5Y | +47.7% | -100.0% | +147.7% | +56.8% |
| All | +27.5% | -100.0% | +127.5% | +51.8% |
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 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