+138.8%
FICO vs ZCMD
-100.0%
+238.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.7% | -12.9% | -16.7% |
| 7D | -19.2% | -8.0% | -11.2% | -19.2% |
| 30D | -14.6% | -27.9% | +13.3% | -14.5% |
| 3M | -20.1% | -74.6% | +54.5% | -20.1% |
| 6M | -36.3% | -99.5% | +63.1% | -34.2% |
| YTD | -44.9% | -99.7% | +54.9% | -42.4% |
| 1Y | -38.6% | -99.9% | +61.3% | -35.3% |
| 3Y | +4.0% | -100.0% | +104.0% | +14.8% |
| 5Y | +99.5% | -100.0% | +199.5% | +120.7% |
| All | +138.8% | -100.0% | +238.8% | +214.0% |
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