-47.6%
FND vs ZCMD
-99.9%
+52.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.0% |
| 7D | -5.8% | -5.4% | -0.3% | -5.7% |
| 30D | -20.2% | -24.8% | +4.6% | -20.2% |
| 3M | -12.0% | -62.8% | +50.8% | -10.9% |
| 6M | -18.5% | -99.5% | +81.0% | -14.2% |
| YTD | -22.3% | -99.8% | +77.5% | -15.8% |
| 1Y | -47.6% | -99.9% | +52.3% | -42.3% |
| All | -47.6% | -99.9% | +52.3% | -42.3% |
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