+12.9%
FSLY vs ZCMD
-100.0%
+112.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.0% | +2.1% |
| 7D | +12.5% | -5.4% | +17.9% | +12.6% |
| 30D | -18.8% | -24.8% | +6.0% | -18.6% |
| 3M | +22.7% | -62.8% | +85.5% | +21.9% |
| 6M | -3.7% | -99.5% | +95.8% | +1.1% |
| YTD | +127.5% | -99.8% | +227.3% | +142.2% |
| 1Y | +193.5% | -99.9% | +293.4% | +219.7% |
| 3Y | -1.3% | -100.0% | +98.7% | +20.1% |
| 5Y | -47.3% | -100.0% | +52.7% | -35.6% |
| All | +12.9% | -100.0% | +112.9% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling