+238.9%
FLR vs ZCMD
-100.0%
+338.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.3% |
| 7D | -6.9% | -2.0% | -4.8% | -6.8% |
| 30D | +1.1% | -19.8% | +20.9% | +1.4% |
| 3M | +14.3% | -62.1% | +76.4% | +12.5% |
| 6M | +19.1% | -99.5% | +118.6% | +24.5% |
| YTD | +35.1% | -99.7% | +134.9% | +42.1% |
| 1Y | +29.5% | -99.9% | +129.4% | +36.7% |
| 3Y | +53.0% | -100.0% | +153.0% | +65.8% |
| 5Y | +238.9% | -100.0% | +338.9% | +269.8% |
| All | +238.9% | -100.0% | +338.9% | +269.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling