+164.3%
FSLY vs ZCMD
-99.9%
+264.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | -22.2% | -13.3% | -8.9% | -22.1% |
| 30D | -19.1% | -49.6% | +30.5% | -18.8% |
| 3M | -15.7% | -54.6% | +38.9% | -15.4% |
| 6M | -23.5% | -99.8% | +76.3% | -23.7% |
| YTD | +106.6% | -99.9% | +206.5% | +102.7% |
| 1Y | +164.3% | -99.9% | +264.2% | +174.6% |
| All | +164.3% | -99.9% | +264.2% | +174.6% |
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