-13.4%
FND vs ZCMD
-99.9%
+86.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.0% | +13.9% | +10.9% |
| 7D | +12.3% | -13.3% | +25.6% | +12.4% |
| 30D | +14.7% | -49.6% | +64.4% | +15.0% |
| 3M | -12.0% | -54.6% | +42.6% | -11.9% |
| 6M | +10.8% | -99.8% | +110.5% | +19.5% |
| YTD | -12.3% | -99.9% | +87.6% | -3.5% |
| 1Y | -13.4% | -99.9% | +86.5% | +3.6% |
| All | -13.4% | -99.9% | +86.5% | +3.6% |
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 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