+39.8%
FTV vs ZCMD
-100.0%
+139.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | +3.9% | -7.7% | +11.6% | +3.9% |
| 30D | +18.7% | -34.8% | +53.4% | +18.8% |
| 3M | +10.0% | -56.3% | +66.3% | +10.2% |
| 6M | +14.6% | -99.7% | +114.2% | +17.1% |
| YTD | +23.4% | -99.9% | +123.3% | +26.6% |
| 1Y | +31.3% | -99.9% | +131.2% | +35.0% |
| 3Y | +39.8% | -100.0% | +139.8% | +45.3% |
| All | +39.8% | -100.0% | +139.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling