+208.0%
FFIV vs ZCMD
-100.0%
+308.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.4% |
| 7D | -1.0% | -8.0% | +7.0% | -0.9% |
| 30D | -5.1% | -27.9% | +22.8% | -4.9% |
| 3M | -4.5% | -74.6% | +70.1% | -4.7% |
| 6M | +36.5% | -99.5% | +135.9% | +40.7% |
| YTD | +53.0% | -99.7% | +152.7% | +59.2% |
| 1Y | +24.2% | -99.9% | +124.1% | +30.2% |
| 3Y | +137.2% | -100.0% | +237.2% | +159.1% |
| 5Y | +91.8% | -100.0% | +191.8% | +110.8% |
| All | +208.0% | -100.0% | +308.0% | +263.7% |
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