+1,036.2%
FTI vs ZCMD
-100.0%
+1,136.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | -4.4% | -5.4% | +1.0% | -4.3% |
| 30D | +1.5% | -24.8% | +26.3% | +1.7% |
| 3M | +8.2% | -62.8% | +71.0% | +7.0% |
| 6M | +18.8% | -99.5% | +118.4% | +24.3% |
| YTD | +71.7% | -99.8% | +171.4% | +81.4% |
| 1Y | +90.0% | -99.9% | +190.0% | +103.6% |
| 3Y | +270.5% | -100.0% | +370.5% | +316.9% |
| All | +1,036.2% | -100.0% | +1,136.2% | +1,189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling