-78.6%
VFC vs ZCMD
-100.0%
+21.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.4% |
| 7D | -1.6% | -8.0% | +6.4% | -1.4% |
| 30D | -11.6% | -27.9% | +16.3% | -11.1% |
| 3M | -18.1% | -74.6% | +56.5% | -18.4% |
| 6M | -27.4% | -99.5% | +72.1% | -21.5% |
| YTD | -24.8% | -99.7% | +74.9% | -17.0% |
| 1Y | -8.2% | -99.9% | +91.7% | +3.3% |
| 3Y | -29.1% | -100.0% | +70.9% | -16.6% |
| 5Y | -79.2% | -100.0% | +20.8% | -75.4% |
| All | -78.6% | -100.0% | +21.4% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling