+29.3%
VEA vs ZCMD
-99.9%
+129.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.5% |
| 7D | +1.0% | -8.0% | +9.0% | +1.0% |
| 30D | +1.9% | -27.9% | +29.8% | +2.2% |
| 3M | +3.2% | -74.6% | +77.8% | +3.1% |
| 6M | +10.2% | -99.5% | +109.7% | +13.0% |
| YTD | +18.9% | -99.7% | +118.6% | +23.6% |
| 1Y | +29.3% | -99.9% | +129.2% | +37.5% |
| All | +29.3% | -99.9% | +129.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling