+623.6%
FN vs ZCMD
-100.0%
+723.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.9% | +3.2% |
| 7D | -1.7% | -8.0% | +6.3% | -1.6% |
| 30D | -22.0% | -27.9% | +5.9% | -21.8% |
| 3M | -43.0% | -74.6% | +31.6% | -43.0% |
| 6M | -27.7% | -99.5% | +71.7% | -24.4% |
| YTD | -10.5% | -99.7% | +89.2% | -5.9% |
| 1Y | +12.5% | -99.9% | +112.4% | +19.2% |
| 3Y | +153.8% | -100.0% | +253.8% | +182.7% |
| 5Y | +288.0% | -100.0% | +388.0% | +334.0% |
| All | +623.6% | -100.0% | +723.6% | +830.8% |
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 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