-39.3%
FICO vs ZCMD
-99.9%
+60.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -15.4% | -1.4% | -14.0% | -15.4% |
| 30D | -10.4% | -21.6% | +11.2% | -10.4% |
| 3M | -22.7% | -67.4% | +44.7% | -22.6% |
| 6M | -36.8% | -99.4% | +62.7% | -32.5% |
| YTD | -44.8% | -99.7% | +55.0% | -37.7% |
| 1Y | -39.3% | -99.9% | +60.6% | -26.8% |
| All | -39.3% | -99.9% | +60.6% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling