-26.0%
FSLR vs ZCMD
-99.9%
+73.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +4.6% |
| 7D | +10.3% | -13.3% | +23.7% | +10.4% |
| 30D | +10.4% | -49.6% | +60.0% | +10.8% |
| 3M | -20.2% | -54.6% | +34.5% | -19.9% |
| 6M | -8.0% | -99.8% | +91.8% | -19.2% |
| YTD | -25.5% | -99.9% | +74.3% | -35.6% |
| 1Y | -26.0% | -99.9% | +74.0% | -34.7% |
| All | -26.0% | -99.9% | +73.9% | -34.7% |
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