-66.9%
VFC vs ZCMD
-100.0%
+33.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.5% | +3.3% |
| 7D | +1.6% | -7.7% | +9.3% | +1.8% |
| 30D | +25.5% | -34.8% | +60.3% | +26.6% |
| 3M | +41.3% | -56.3% | +97.6% | +43.4% |
| 6M | +22.2% | -99.7% | +121.9% | +33.6% |
| YTD | +16.4% | -99.9% | +116.3% | +30.1% |
| 1Y | +38.4% | -99.9% | +138.3% | +56.2% |
| 3Y | +56.2% | -100.0% | +156.2% | +84.3% |
| 5Y | -68.2% | -100.0% | +31.8% | -61.8% |
| All | -66.9% | -100.0% | +33.1% | -57.9% |
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