+177.3%
FERG vs ZCMD
-100.0%
+277.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | -11.5% | -21.6% | +10.1% | -11.4% |
| 3M | +1.3% | -67.4% | +68.6% | +1.0% |
| 6M | -1.0% | -99.4% | +98.5% | +1.2% |
| YTD | +3.2% | -99.7% | +103.0% | +5.8% |
| 1Y | -3.0% | -99.9% | +96.9% | -0.3% |
| 3Y | +55.0% | -100.0% | +155.0% | +59.7% |
| 5Y | +72.6% | -100.0% | +172.6% | +76.7% |
| All | +177.3% | -100.0% | +277.3% | +130.5% |
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