+40.1%
VG vs ZCMD
-99.9%
+140.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.2% | +2.3% |
| 7D | -8.3% | +9.1% | -17.4% | -8.4% |
| 30D | -10.3% | -37.1% | +26.8% | -10.1% |
| 3M | -10.8% | -53.7% | +42.9% | -10.3% |
| 6M | +3.5% | -99.7% | +103.1% | +8.8% |
| YTD | +74.0% | -99.9% | +173.8% | +87.4% |
| All | +40.1% | -99.9% | +140.0% | +48.7% |
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