-79.9%
FIG vs ZCMD
-99.9%
+20.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.1% | +11.9% | +4.7% |
| 7D | -3.8% | -5.4% | +1.6% | -3.9% |
| 30D | -2.3% | -24.8% | +22.5% | -2.7% |
| 3M | +20.0% | -62.8% | +82.8% | +21.1% |
| 6M | -16.7% | -99.5% | +82.9% | -26.2% |
| YTD | -37.9% | -99.8% | +61.8% | -45.3% |
| 1Y | -58.5% | -99.9% | +41.4% | -66.0% |
| All | -79.9% | -99.9% | +20.0% | -82.6% |
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