+320.9%
FSLR vs ZCMD
-100.0%
+420.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.4% |
| 7D | 0.0% | -8.0% | +8.0% | +0.1% |
| 30D | -13.7% | -27.9% | +14.2% | -13.5% |
| 3M | -35.1% | -74.6% | +39.5% | -35.5% |
| 6M | +3.6% | -99.5% | +103.1% | +2.1% |
| YTD | -21.7% | -99.7% | +78.0% | -22.5% |
| 1Y | +1.3% | -99.9% | +101.2% | +1.0% |
| 3Y | +9.7% | -100.0% | +109.7% | +15.8% |
| 5Y | +117.4% | -100.0% | +217.4% | +130.9% |
| All | +320.9% | -100.0% | +420.9% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling