-83.1%
FRMI vs ZCMD
-99.9%
+16.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.1% | +2.1% |
| 7D | +7.4% | -5.4% | +12.9% | +7.5% |
| 30D | -27.6% | -24.8% | -2.8% | -27.4% |
| 3M | -20.9% | -62.8% | +41.9% | -21.2% |
| 6M | -36.6% | -99.5% | +62.9% | -31.0% |
| YTD | -31.3% | -99.8% | +68.5% | -21.5% |
| All | -83.1% | -99.9% | +16.8% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling