+4.8%
FE vs ZCMD
-99.9%
+104.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | +4.3% | -39.5% | +43.8% | +4.5% |
| 3M | +0.4% | -57.8% | +58.2% | +0.6% |
| 6M | +6.9% | -99.7% | +106.6% | +10.3% |
| YTD | +8.0% | -99.9% | +107.9% | +11.1% |
| 1Y | +4.8% | -99.9% | +104.7% | +8.0% |
| All | +4.8% | -99.9% | +104.7% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling