-51.8%
FN vs ZCMD
-99.7%
+47.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.8% | +9.9% | +11.6% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | -34.3% | -43.0% | +8.7% | -34.0% |
| 3M | -39.9% | -54.9% | +15.0% | -39.6% |
| 6M | -51.8% | -99.8% | +47.9% | -45.7% |
| All | -51.8% | -99.7% | +47.9% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling