+91.7%
FFIV vs ZCMD
-100.0%
+191.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -2.7% | -21.6% | +18.9% | -2.6% |
| 3M | -1.7% | -67.4% | +65.7% | -1.9% |
| 6M | +36.1% | -99.4% | +135.6% | +37.5% |
| YTD | +52.6% | -99.7% | +152.4% | +54.6% |
| 1Y | +21.5% | -99.9% | +121.4% | +23.1% |
| 3Y | +142.7% | -100.0% | +242.7% | +148.3% |
| All | +91.7% | -100.0% | +191.7% | +94.6% |
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