+23.0%
FFIV vs ZCMD
-99.9%
+122.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.1% | +10.4% | +3.4% |
| 7D | +5.4% | -5.4% | +10.9% | +5.5% |
| 30D | -2.7% | -24.8% | +22.1% | -2.6% |
| 3M | +4.5% | -62.8% | +67.3% | +3.9% |
| 6M | +42.2% | -99.5% | +141.7% | +48.7% |
| YTD | +61.3% | -99.8% | +161.1% | +71.0% |
| 1Y | +23.0% | -99.9% | +123.0% | +30.8% |
| All | +23.0% | -99.9% | +122.9% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling