+27.0%
FTV vs ZCMD
-100.0%
+127.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.4% |
| 7D | -4.0% | -5.4% | +1.5% | -3.9% |
| 30D | -11.0% | -24.8% | +13.8% | -10.9% |
| 3M | -8.4% | -62.8% | +54.4% | -8.9% |
| 6M | -2.6% | -99.5% | +97.0% | +0.3% |
| YTD | -0.6% | -99.8% | +99.1% | +2.8% |
| 1Y | +11.0% | -99.9% | +110.9% | +15.7% |
| 3Y | -6.3% | -100.0% | +93.6% | -0.4% |
| 5Y | -1.5% | -100.0% | +98.5% | +4.7% |
| All | +27.0% | -100.0% | +127.0% | +41.3% |
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