+12.3%
FN vs ZCMD
-99.9%
+112.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +3.5% | -1.4% | +4.9% | +3.5% |
| 30D | -26.0% | -21.6% | -4.4% | -25.8% |
| 3M | -33.3% | -67.4% | +34.1% | -32.8% |
| 6M | -14.9% | -99.4% | +84.5% | -6.3% |
| YTD | -8.6% | -99.7% | +91.2% | -0.3% |
| 1Y | +12.3% | -99.9% | +112.2% | +22.4% |
| All | +12.3% | -99.9% | +112.2% | +22.4% |
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