+28.1%
FSLR vs ZCMD
-100.0%
+128.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | -14.8% | -7.7% | -7.1% | -14.8% |
| 30D | -4.3% | -34.8% | +30.5% | -4.3% |
| 3M | -23.4% | -56.3% | +32.9% | -23.4% |
| 6M | -26.9% | -99.7% | +72.7% | -31.5% |
| YTD | -34.4% | -99.9% | +65.5% | -39.0% |
| 1Y | -33.2% | -99.9% | +66.7% | -38.1% |
| 3Y | +28.1% | -100.0% | +128.0% | +16.8% |
| All | +28.1% | -100.0% | +128.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling