-79.8%
VFC vs ZCMD
-100.0%
+20.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.3% | -2.0% | -1.2% | -3.2% |
| 30D | -14.0% | -19.8% | +5.8% | -13.7% |
| 3M | -22.6% | -62.1% | +39.5% | -23.6% |
| 6M | -24.7% | -99.5% | +74.8% | -18.4% |
| YTD | -29.0% | -99.7% | +70.8% | -21.6% |
| 1Y | -13.8% | -99.9% | +86.1% | -2.8% |
| 3Y | -28.2% | -100.0% | +71.7% | -15.7% |
| 5Y | -79.0% | -100.0% | +21.0% | -75.3% |
| All | -79.8% | -100.0% | +20.2% | -74.6% |
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 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