+115.6%
VEA vs ZCMD
-100.0%
+215.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | +0.3% | -4.1% | +4.5% | +0.4% |
| 30D | +0.4% | -22.7% | +23.2% | +0.7% |
| 3M | +4.8% | -62.5% | +67.3% | +3.9% |
| 6M | +11.3% | -99.5% | +110.7% | +15.2% |
| YTD | +17.4% | -99.7% | +117.1% | +22.8% |
| 1Y | +26.2% | -99.9% | +126.1% | +33.7% |
| 3Y | +77.7% | -100.0% | +177.7% | +95.8% |
| 5Y | +60.9% | -100.0% | +160.9% | +77.4% |
| All | +115.6% | -100.0% | +215.6% | +160.6% |
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 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