-72.3%
FLNC vs ZCMD
-100.0%
+27.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -4.3% |
| 7D | -5.0% | -2.0% | -3.0% | -5.0% |
| 30D | -26.1% | -19.8% | -6.3% | -26.2% |
| 3M | -55.2% | -62.1% | +6.9% | -55.0% |
| 6M | -42.6% | -99.5% | +56.9% | -43.5% |
| YTD | -51.0% | -99.7% | +48.7% | -51.2% |
| 1Y | +43.3% | -99.9% | +143.2% | +42.7% |
| 3Y | -63.4% | -100.0% | +36.6% | -64.9% |
| All | -72.3% | -100.0% | +27.7% | -69.2% |
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