+47.7%
FE vs ZCMD
-100.0%
+147.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -2.1% | -21.6% | +19.4% | -2.1% |
| 3M | +2.6% | -67.4% | +70.0% | +2.7% |
| 6M | -6.8% | -99.4% | +92.7% | -6.0% |
| YTD | +6.9% | -99.7% | +106.6% | +7.6% |
| 1Y | +11.6% | -99.9% | +111.4% | +12.3% |
| 3Y | +47.7% | -100.0% | +147.7% | +47.0% |
| All | +47.7% | -100.0% | +147.7% | +47.0% |
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