+214.3%
FFIV vs ZCMD
-100.0%
+314.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | +1.6% | -2.0% | +3.7% | +1.6% |
| 30D | -3.7% | -19.8% | +16.1% | -3.6% |
| 3M | +2.0% | -62.1% | +64.0% | +1.3% |
| 6M | +39.3% | -99.5% | +138.7% | +43.8% |
| YTD | +56.1% | -99.7% | +155.8% | +62.4% |
| 1Y | +22.0% | -99.9% | +121.9% | +27.9% |
| 3Y | +148.2% | -100.0% | +248.2% | +171.0% |
| 5Y | +96.3% | -100.0% | +196.3% | +115.2% |
| All | +214.3% | -100.0% | +314.3% | +271.1% |
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