+105.4%
FSLR vs ZCMD
-100.0%
+205.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | -22.5% | -62.5% | +40.0% | -22.7% |
| 6M | +4.0% | -99.5% | +103.4% | -2.2% |
| YTD | -22.3% | -99.7% | +77.5% | -27.3% |
| 1Y | 0.0% | -99.9% | +99.9% | -7.2% |
| 3Y | +10.9% | -100.0% | +110.8% | +2.0% |
| 5Y | +105.4% | -100.0% | +205.4% | +92.4% |
| All | +105.4% | -100.0% | +205.4% | +92.4% |
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