+600.5%
FTI vs ZCMD
-100.0%
+700.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.2% |
| 7D | -4.4% | -5.4% | +1.0% | -4.3% |
| 30D | +1.5% | -24.8% | +26.3% | +1.9% |
| 3M | +8.2% | -62.8% | +71.0% | +6.0% |
| 6M | +18.8% | -99.5% | +118.4% | +30.1% |
| YTD | +71.7% | -99.8% | +171.4% | +92.2% |
| 1Y | +90.0% | -99.9% | +190.0% | +119.7% |
| 3Y | +270.5% | -100.0% | +370.5% | +374.2% |
| 5Y | +1,084.5% | -100.0% | +1,184.5% | +1,422.5% |
| All | +600.5% | -100.0% | +700.5% | +1,252.2% |
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