+1,111.7%
FLEX vs ZCMD
-100.0%
+1,211.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | +6.4% | -4.1% | +10.5% | +6.4% |
| 30D | -5.9% | -22.7% | +16.9% | -5.7% |
| 3M | -23.5% | -62.5% | +39.0% | -24.1% |
| 6M | +83.7% | -99.5% | +183.2% | +86.6% |
| YTD | +86.5% | -99.7% | +186.2% | +90.5% |
| 1Y | +100.5% | -99.9% | +200.4% | +107.0% |
| 3Y | +469.8% | -100.0% | +569.8% | +526.3% |
| 5Y | +725.7% | -100.0% | +825.6% | +810.6% |
| All | +1,111.7% | -100.0% | +1,211.7% | +1,536.8% |
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