+80.5%
FICO vs ZCMD
-100.0%
+180.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | -0.9% | -4.4% | +3.5% | -0.9% |
| 30D | +3.3% | -43.0% | +46.3% | +3.5% |
| 3M | -31.7% | -54.9% | +23.1% | -31.6% |
| 6M | -34.0% | -99.8% | +65.8% | -31.3% |
| YTD | -58.3% | -99.9% | +41.5% | -56.4% |
| 1Y | -57.9% | -99.9% | +42.0% | -55.8% |
| 3Y | -24.1% | -100.0% | +75.9% | -16.5% |
| 5Y | +85.3% | -100.0% | +185.3% | +106.7% |
| All | +80.5% | -100.0% | +180.5% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling