+162.8%
FTNT vs ZCMD
-100.0%
+262.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.1% | +5.3% | -1.7% |
| 7D | -0.1% | -5.4% | +5.3% | -0.1% |
| 30D | -3.0% | -24.8% | +21.8% | -2.9% |
| 3M | +7.6% | -62.8% | +70.4% | +7.0% |
| 6M | +87.0% | -99.5% | +186.5% | +91.5% |
| YTD | +96.5% | -99.8% | +196.3% | +104.5% |
| 1Y | +92.9% | -99.9% | +192.8% | +105.1% |
| 3Y | +139.8% | -100.0% | +239.8% | +162.2% |
| All | +162.8% | -100.0% | +262.8% | +187.4% |
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