+8.7%
VCIT vs ZCMD
-100.0%
+108.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -1.4% | -54.9% | +53.4% | -1.3% |
| 6M | -2.1% | -99.8% | +97.6% | -1.1% |
| YTD | -1.6% | -99.9% | +98.2% | -0.5% |
| 1Y | -0.9% | -99.9% | +99.0% | +0.4% |
| 3Y | +20.0% | -100.0% | +120.0% | +23.2% |
| 5Y | +3.1% | -100.0% | +103.1% | +6.5% |
| All | +8.7% | -100.0% | +108.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling