+178.9%
VIAV vs ZCMD
-100.0%
+278.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.5% |
| 7D | +11.2% | -2.0% | +13.2% | +11.2% |
| 30D | -2.6% | -19.8% | +17.2% | -2.3% |
| 3M | -20.1% | -62.1% | +41.9% | -21.1% |
| 6M | +25.8% | -99.5% | +125.3% | +35.0% |
| YTD | +109.9% | -99.7% | +209.6% | +127.1% |
| 1Y | +214.3% | -99.9% | +314.2% | +243.5% |
| 3Y | +281.6% | -100.0% | +381.6% | +333.9% |
| 5Y | +132.6% | -100.0% | +232.6% | +165.2% |
| All | +178.9% | -100.0% | +278.9% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling