+191.8%
FN vs ZCMD
-100.0%
+291.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -4.1% |
| 7D | +20.8% | -2.9% | +23.7% | +20.8% |
| 30D | -17.3% | -28.5% | +11.2% | -17.1% |
| 3M | -38.1% | -56.5% | +18.4% | -37.8% |
| 6M | -44.2% | -99.7% | +55.4% | -42.7% |
| YTD | -22.3% | -99.9% | +77.6% | -20.3% |
| 1Y | -20.9% | -99.9% | +79.0% | -18.9% |
| 3Y | +111.1% | -100.0% | +211.1% | +120.9% |
| 5Y | +191.8% | -100.0% | +291.8% | +207.6% |
| All | +191.8% | -100.0% | +291.8% | +207.6% |
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