-100.0%
ZCMD vs FGI
-70.0%
-30.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -3.0% | -4.1% | +1.1% | -3.1% |
| 30D | -39.5% | -3.4% | -36.1% | -39.5% |
| 3M | -57.8% | +61.8% | -119.6% | -56.9% |
| 6M | -99.7% | +17.0% | -116.7% | -99.7% |
| YTD | -99.9% | +31.4% | -131.3% | -99.9% |
| 1Y | -99.9% | +42.7% | -142.6% | -99.9% |
| 3Y | -100.0% | -0.1% | -99.9% | -100.0% |
| All | -100.0% | -70.0% | -30.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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