+3.5%
VCIT vs ZCMD
-100.0%
+103.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | +1.9% | -43.0% | +44.9% | +1.9% |
| 3M | -1.4% | -54.9% | +53.4% | -1.5% |
| 6M | -2.1% | -99.8% | +97.6% | -2.1% |
| YTD | -1.6% | -99.9% | +98.2% | -1.7% |
| 1Y | -0.9% | -99.9% | +99.0% | -0.9% |
| 3Y | +20.0% | -100.0% | +120.0% | +19.8% |
| All | +3.5% | -100.0% | +103.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling