+143.8%
FFIV vs ZCMD
-100.0%
+243.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.6% |
| 7D | -0.5% | -7.7% | +7.1% | -0.5% |
| 30D | -32.4% | -34.8% | +2.4% | -32.2% |
| 3M | -25.7% | -56.3% | +30.6% | -25.3% |
| 6M | -13.5% | -99.7% | +86.2% | -10.4% |
| YTD | +21.1% | -99.9% | +121.0% | +26.6% |
| 1Y | +29.4% | -99.9% | +129.3% | +35.8% |
| 3Y | +94.9% | -100.0% | +194.9% | +112.6% |
| 5Y | +34.7% | -100.0% | +134.7% | +49.5% |
| All | +143.8% | -100.0% | +243.8% | +189.2% |
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