+649.5%
FTNT vs ZCMD
-100.0%
+749.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | -1.4% | -21.6% | +20.2% | -1.2% |
| 3M | +10.1% | -67.4% | +77.4% | +9.3% |
| 6M | +88.2% | -99.4% | +187.6% | +95.8% |
| YTD | +98.3% | -99.7% | +198.0% | +111.4% |
| 1Y | +96.0% | -99.9% | +195.8% | +113.8% |
| 3Y | +145.8% | -100.0% | +245.8% | +181.5% |
| 5Y | +154.6% | -100.0% | +254.6% | +191.9% |
| All | +649.5% | -100.0% | +749.5% | +898.0% |
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