+51.8%
FTNT vs ZCMD
-99.9%
+151.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.0% |
| 7D | -25.7% | -13.3% | -12.3% | -25.8% |
| 30D | -29.7% | -49.6% | +19.9% | -30.1% |
| 3M | -23.1% | -54.6% | +31.5% | -23.6% |
| 6M | +45.0% | -99.8% | +144.8% | +32.1% |
| YTD | +62.9% | -99.9% | +162.8% | +49.9% |
| 1Y | +51.8% | -99.9% | +151.7% | +41.8% |
| All | +51.8% | -99.9% | +151.7% | +41.8% |
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