-79.0%
VFC vs ZCMD
-100.0%
+21.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | -11.9% | -21.6% | +9.6% | -11.6% |
| 3M | -20.2% | -67.4% | +47.2% | -20.9% |
| 6M | -23.0% | -99.4% | +76.5% | -16.8% |
| YTD | -26.2% | -99.7% | +73.5% | -18.5% |
| 1Y | -13.3% | -99.9% | +86.6% | -2.4% |
| 3Y | -25.5% | -100.0% | +74.5% | -12.4% |
| 5Y | -78.1% | -100.0% | +21.9% | -74.3% |
| All | -79.0% | -100.0% | +21.0% | -73.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling