-16.2%
FND vs ZCMD
-100.0%
+83.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.8% |
| 7D | -0.8% | -4.1% | +3.4% | -0.7% |
| 30D | -19.6% | -22.7% | +3.1% | -19.3% |
| 3M | -4.3% | -62.5% | +58.2% | -5.1% |
| 6M | -20.4% | -99.5% | +79.0% | -13.5% |
| YTD | -21.9% | -99.7% | +77.9% | -12.9% |
| 1Y | -45.2% | -99.9% | +54.7% | -37.2% |
| 3Y | -49.2% | -100.0% | +50.8% | -37.8% |
| 5Y | -61.8% | -100.0% | +38.2% | -53.2% |
| All | -16.2% | -100.0% | +83.8% | +23.3% |
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 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