+151.9%
FFIV vs ZCMD
-100.0%
+251.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +3.8% |
| 7D | +3.5% | -4.1% | +7.6% | +3.5% |
| 30D | -1.3% | -22.7% | +21.4% | -1.3% |
| 3M | +2.4% | -62.5% | +64.9% | +2.1% |
| 6M | +41.8% | -99.5% | +141.3% | +42.9% |
| YTD | +58.5% | -99.7% | +158.3% | +59.9% |
| 1Y | +24.3% | -99.9% | +124.2% | +25.3% |
| All | +151.9% | -100.0% | +251.8% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling