+115.2%
VEA vs ZCMD
-100.0%
+215.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.1% | +1.2% |
| 7D | -1.5% | -5.4% | +4.0% | -1.4% |
| 30D | -0.8% | -24.8% | +24.0% | -0.6% |
| 3M | +2.5% | -62.8% | +65.3% | +1.5% |
| 6M | +11.1% | -99.5% | +110.7% | +15.3% |
| YTD | +17.2% | -99.8% | +116.9% | +22.7% |
| 1Y | +24.5% | -99.9% | +124.4% | +32.0% |
| 3Y | +75.4% | -100.0% | +175.4% | +93.4% |
| 5Y | +61.1% | -100.0% | +161.1% | +77.8% |
| All | +115.2% | -100.0% | +215.2% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling