+9.4%
VG vs ZCMD
-99.9%
+109.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +11.1% | -21.6% | +32.7% | +11.3% |
| 3M | +14.9% | -67.4% | +82.2% | +14.7% |
| 6M | +18.4% | -99.4% | +117.8% | +25.1% |
| YTD | +116.6% | -99.7% | +216.3% | +137.3% |
| 1Y | +9.4% | -99.9% | +109.3% | +31.5% |
| All | +9.4% | -99.9% | +109.2% | +31.5% |
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 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