-28.9%
FICO vs ZCMD
-100.0%
+71.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +2.2% | -7.7% | +9.9% | +2.2% |
| 30D | +0.1% | -34.8% | +34.9% | -0.1% |
| 3M | -35.2% | -56.3% | +21.2% | -35.3% |
| 6M | -32.4% | -99.7% | +67.3% | -32.6% |
| YTD | -57.4% | -99.9% | +42.5% | -57.5% |
| 1Y | -58.5% | -99.9% | +41.4% | -58.7% |
| 3Y | -28.9% | -100.0% | +71.1% | -31.1% |
| All | -28.9% | -100.0% | +71.1% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling