+347.8%
FLR vs ZCMD
-100.0%
+447.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.3% |
| 7D | -3.1% | -4.1% | +1.0% | -3.0% |
| 30D | +4.9% | -22.7% | +27.7% | +5.6% |
| 3M | +10.8% | -62.5% | +73.3% | +7.6% |
| 6M | +19.7% | -99.5% | +119.1% | +35.0% |
| YTD | +38.4% | -99.7% | +138.1% | +60.8% |
| 1Y | +34.7% | -99.9% | +134.6% | +62.2% |
| 3Y | +56.7% | -100.0% | +156.6% | +115.9% |
| 5Y | +241.6% | -100.0% | +341.6% | +369.8% |
| All | +347.8% | -100.0% | +447.8% | +844.3% |
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