+67.5%
FERG vs ZCMD
-100.0%
+167.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -1.0% |
| 30D | -11.8% | -19.8% | +8.0% | -11.7% |
| 3M | -1.2% | -62.1% | +60.8% | -1.8% |
| 6M | -2.3% | -99.5% | +97.2% | +1.3% |
| YTD | +0.8% | -99.7% | +100.5% | +5.3% |
| 1Y | +0.5% | -99.9% | +100.4% | +5.6% |
| 3Y | +51.4% | -100.0% | +151.4% | +65.4% |
| 5Y | +67.5% | -100.0% | +167.5% | +77.7% |
| All | +67.5% | -100.0% | +167.5% | +77.7% |
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 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