+43.1%
FLNC vs ZCMD
-99.9%
+143.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | +2.4% |
| 7D | -4.1% | -5.4% | +1.3% | -4.1% |
| 30D | -24.8% | -24.8% | 0.0% | -24.9% |
| 3M | -59.1% | -62.8% | +3.7% | -59.1% |
| 6M | -42.0% | -99.5% | +57.6% | -42.4% |
| YTD | -49.8% | -99.8% | +50.0% | -44.1% |
| 1Y | +43.1% | -99.9% | +143.0% | +69.5% |
| All | +43.1% | -99.9% | +143.0% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling