+740.1%
FLEX vs ZCMD
-100.0%
+840.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.0% |
| 7D | +17.1% | -2.9% | +20.0% | +17.1% |
| 30D | -29.5% | -28.5% | -1.1% | -29.3% |
| 3M | -37.3% | -56.5% | +19.3% | -36.8% |
| 6M | -44.1% | -99.7% | +55.6% | -42.8% |
| YTD | +29.3% | -99.9% | +129.2% | +33.0% |
| 1Y | +24.2% | -99.9% | +124.1% | +28.3% |
| 3Y | +297.3% | -100.0% | +397.3% | +336.4% |
| 5Y | +446.2% | -100.0% | +546.2% | +513.4% |
| All | +740.1% | -100.0% | +840.1% | +1,042.4% |
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