+159.7%
FITB vs ZCMD
-100.0%
+259.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | -4.5% | -21.6% | +17.1% | -4.3% |
| 3M | +5.7% | -67.4% | +73.0% | +4.8% |
| 6M | +17.1% | -99.4% | +116.5% | +24.3% |
| YTD | +18.3% | -99.7% | +118.1% | +27.9% |
| 1Y | +23.9% | -99.9% | +123.8% | +36.4% |
| 3Y | +131.1% | -100.0% | +231.1% | +171.7% |
| 5Y | +71.1% | -100.0% | +171.1% | +100.6% |
| All | +159.7% | -100.0% | +259.7% | +283.5% |
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