+160.7%
FITB vs ZCMD
-100.0%
+260.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -0.3% | -5.4% | +5.2% | -0.2% |
| 30D | -5.7% | -24.8% | +19.1% | -5.4% |
| 3M | +3.2% | -62.8% | +66.0% | +2.0% |
| 6M | +23.4% | -99.5% | +122.9% | +31.5% |
| YTD | +18.8% | -99.8% | +118.6% | +28.5% |
| 1Y | +25.0% | -99.9% | +124.9% | +38.1% |
| 3Y | +131.2% | -100.0% | +231.2% | +172.0% |
| 5Y | +70.7% | -100.0% | +170.7% | +100.7% |
| All | +160.7% | -100.0% | +260.7% | +285.2% |
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