-46.6%
VG vs ZCMD
-100.0%
+53.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.5% |
| 7D | +5.5% | +1.4% | +4.1% | +5.5% |
| 30D | -3.6% | -29.9% | +26.3% | -3.2% |
| 3M | -4.0% | -54.9% | +50.9% | -3.1% |
| 6M | +9.4% | -99.7% | +109.0% | +20.5% |
| YTD | +86.6% | -99.9% | +186.5% | +115.0% |
| 1Y | +69.5% | -99.9% | +169.4% | +100.8% |
| All | -46.6% | -100.0% | +53.4% | -32.0% |
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