+47.8%
FE vs ZCMD
-100.0%
+147.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | +5.2% | -43.0% | +48.2% | +5.3% |
| 3M | 0.0% | -54.9% | +54.8% | +0.1% |
| 6M | +5.0% | -99.8% | +104.8% | +6.0% |
| YTD | +7.9% | -99.9% | +107.7% | +8.8% |
| 1Y | +6.3% | -99.9% | +106.2% | +7.3% |
| 3Y | +46.0% | -100.0% | +146.0% | +47.2% |
| All | +47.8% | -100.0% | +147.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling