+13.2%
FSLR vs ZCMD
-100.0%
+113.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.0% | -8.8% | -4.8% |
| 7D | +0.2% | -4.1% | +4.4% | +0.2% |
| 30D | -15.1% | -22.7% | +7.6% | -15.1% |
| 3M | -22.5% | -62.5% | +40.0% | -22.8% |
| 6M | +4.0% | -99.5% | +103.4% | -2.7% |
| YTD | -22.3% | -99.7% | +77.5% | -27.8% |
| 1Y | 0.0% | -99.9% | +99.9% | -7.8% |
| All | +13.2% | -100.0% | +113.2% | +0.5% |
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