-44.1%
VG vs ZCMD
-100.0%
+55.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.4% | +4.8% |
| 7D | +15.1% | -2.9% | +18.0% | +15.1% |
| 30D | -4.2% | -28.5% | +24.3% | -3.8% |
| 3M | -3.1% | -56.5% | +53.4% | -2.2% |
| 6M | +0.3% | -99.7% | +100.0% | +10.3% |
| YTD | +95.5% | -99.9% | +195.3% | +125.3% |
| 1Y | +64.4% | -99.9% | +164.3% | +94.5% |
| All | -44.1% | -100.0% | +55.9% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling