+193.5%
FSLY vs ZCMD
-99.9%
+293.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.0% | +2.0% |
| 7D | +12.5% | -5.4% | +17.9% | +12.5% |
| 30D | -18.8% | -24.8% | +6.0% | -18.7% |
| 3M | +22.7% | -62.8% | +85.5% | +23.2% |
| 6M | -3.7% | -99.5% | +95.8% | -4.6% |
| YTD | +127.5% | -99.8% | +227.3% | +126.0% |
| 1Y | +193.5% | -99.9% | +293.4% | +210.1% |
| All | +193.5% | -99.9% | +293.4% | +210.1% |
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