+120.6%
VLO vs ZCMD
-99.9%
+220.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.7% | -5.8% |
| 7D | -6.0% | -13.3% | +7.4% | -6.0% |
| 30D | -12.9% | -49.6% | +36.8% | -13.1% |
| 3M | +18.3% | -54.6% | +73.0% | +18.1% |
| 6M | +46.4% | -99.8% | +146.2% | +42.9% |
| YTD | +127.7% | -99.9% | +227.6% | +122.4% |
| 1Y | +120.6% | -99.9% | +220.5% | +115.0% |
| All | +120.6% | -99.9% | +220.5% | +115.0% |
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