+313.1%
VGT vs ZCMD
-100.0%
+413.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.3% |
| 7D | -0.2% | -5.4% | +5.3% | -0.1% |
| 30D | -0.4% | -24.8% | +24.3% | -0.3% |
| 3M | +4.4% | -62.8% | +67.2% | +3.8% |
| 6M | +32.1% | -99.5% | +131.6% | +34.2% |
| YTD | +28.8% | -99.8% | +128.5% | +31.7% |
| 1Y | +35.3% | -99.9% | +135.2% | +39.7% |
| 3Y | +124.8% | -100.0% | +224.8% | +142.2% |
| 5Y | +137.9% | -100.0% | +237.9% | +157.3% |
| All | +313.1% | -100.0% | +413.1% | +396.3% |
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