-78.3%
VFC vs ZCMD
-100.0%
+21.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.1% | +11.4% | +4.5% |
| 7D | -1.4% | -5.4% | +4.0% | -1.3% |
| 30D | -9.0% | -24.8% | +15.8% | -8.6% |
| 3M | -24.2% | -62.8% | +38.6% | -25.0% |
| 6M | -18.5% | -99.5% | +81.0% | -12.5% |
| YTD | -25.9% | -99.8% | +73.9% | -19.3% |
| 1Y | -13.0% | -99.9% | +86.9% | -3.6% |
| 3Y | -20.3% | -100.0% | +79.7% | -9.8% |
| All | -78.3% | -100.0% | +21.7% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling