+25.7%
FE vs ZCMD
-100.0%
+125.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.6% |
| 7D | +1.9% | -8.0% | +9.9% | +2.0% |
| 30D | -1.2% | -27.9% | +26.7% | -1.0% |
| 3M | +3.5% | -74.6% | +78.1% | +3.5% |
| 6M | -6.1% | -99.5% | +93.4% | -4.1% |
| YTD | +7.6% | -99.7% | +107.4% | +10.3% |
| 1Y | +11.9% | -99.9% | +111.8% | +15.2% |
| 3Y | +48.4% | -100.0% | +148.4% | +56.4% |
| 5Y | +44.8% | -100.0% | +144.8% | +52.8% |
| All | +25.7% | -100.0% | +125.7% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling