+0.4%
FSLY vs ZCMD
-100.0%
+100.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.5% |
| 7D | -10.6% | -8.0% | -2.6% | -10.5% |
| 30D | -20.9% | -27.9% | +7.0% | -20.6% |
| 3M | +3.4% | -74.6% | +78.0% | +3.4% |
| 6M | +2.7% | -99.5% | +102.2% | +7.5% |
| YTD | +102.3% | -99.7% | +202.0% | +115.2% |
| 1Y | +182.1% | -99.9% | +281.9% | +205.9% |
| 3Y | -14.6% | -100.0% | +85.4% | +4.0% |
| 5Y | -55.9% | -100.0% | +44.1% | -45.6% |
| All | +0.4% | -100.0% | +100.4% | +57.0% |
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