-100.0%
ZCMD vs FIVE
+18.8%
-118.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -3.0% | +7.3% | -10.4% | -2.6% |
| 30D | -39.5% | +18.1% | -57.6% | -38.9% |
| 3M | -57.8% | +7.7% | -65.5% | -57.6% |
| 6M | -99.7% | +13.6% | -113.3% | -99.7% |
| YTD | -99.9% | +34.6% | -134.4% | -99.9% |
| 1Y | -99.9% | +66.2% | -166.1% | -99.9% |
| 3Y | -100.0% | +43.5% | -143.5% | -100.0% |
| 5Y | -100.0% | +20.7% | -120.7% | -100.0% |
| All | -100.0% | +18.8% | -118.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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