-13.8%
VFC vs ZCMD
-99.9%
+86.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.3% | -2.0% | -1.2% | -3.3% |
| 30D | -14.0% | -19.8% | +5.8% | -13.8% |
| 3M | -22.6% | -62.1% | +39.5% | -22.7% |
| 6M | -24.7% | -99.5% | +74.8% | -15.7% |
| YTD | -29.0% | -99.7% | +70.8% | -17.4% |
| 1Y | -13.8% | -99.9% | +86.1% | +3.7% |
| All | -13.8% | -99.9% | +86.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling