-24.2%
VFC vs ZCMD
-100.0%
+75.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -4.0% | -2.0% | -1.9% | -3.9% |
| 30D | -14.6% | -19.8% | +5.2% | -14.4% |
| 3M | -23.1% | -62.1% | +39.0% | -23.8% |
| 6M | -25.2% | -99.5% | +74.3% | -20.2% |
| YTD | -29.5% | -99.7% | +70.3% | -23.7% |
| 1Y | -14.4% | -99.9% | +85.5% | -6.3% |
| All | -24.2% | -100.0% | +75.8% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling