+172.7%
FERG vs ZCMD
-100.0%
+272.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.8% | +0.7% |
| 7D | -2.6% | -5.4% | +2.9% | -2.5% |
| 30D | -8.9% | -24.8% | +15.9% | -8.8% |
| 3M | -2.0% | -62.8% | +60.7% | -2.4% |
| 6M | -3.2% | -99.5% | +96.3% | -1.0% |
| YTD | +1.5% | -99.8% | +101.3% | +4.1% |
| 1Y | +0.5% | -99.9% | +100.4% | +3.3% |
| 3Y | +50.4% | -100.0% | +150.4% | +55.0% |
| 5Y | +68.7% | -100.0% | +168.7% | +72.6% |
| All | +172.7% | -100.0% | +272.7% | +126.7% |
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