-69.3%
FIS vs ZCMD
-100.0%
+30.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.2% |
| 7D | -8.9% | -2.0% | -6.9% | -8.9% |
| 30D | -9.9% | -19.8% | +9.9% | -10.0% |
| 3M | 0.0% | -62.1% | +62.0% | +0.2% |
| 6M | -22.9% | -99.5% | +76.6% | -20.6% |
| YTD | -40.9% | -99.7% | +58.9% | -38.7% |
| 1Y | -40.4% | -99.9% | +59.5% | -38.0% |
| 3Y | -25.4% | -100.0% | +74.6% | -21.1% |
| 5Y | -64.8% | -100.0% | +35.2% | -62.8% |
| All | -69.3% | -100.0% | +30.6% | -63.8% |
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 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