+478.1%
FLEX vs ZCMD
-100.0%
+578.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.4% |
| 7D | +7.0% | -1.4% | +8.4% | +7.0% |
| 30D | -5.8% | -21.6% | +15.8% | -5.8% |
| 3M | -24.2% | -67.4% | +43.1% | -24.5% |
| 6M | +90.8% | -99.4% | +190.2% | +84.6% |
| YTD | +89.2% | -99.7% | +188.9% | +81.4% |
| 1Y | +104.7% | -99.9% | +204.6% | +95.0% |
| 3Y | +478.1% | -100.0% | +578.1% | +422.6% |
| All | +478.1% | -100.0% | +578.1% | +422.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling