+563.4%
VLO vs ZCMD
-100.0%
+663.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | +4.0% | -2.0% | +6.0% | +4.0% |
| 30D | +19.0% | -19.8% | +38.8% | +19.0% |
| 3M | +50.0% | -62.1% | +112.0% | +50.2% |
| 6M | +79.1% | -99.5% | +178.6% | +79.7% |
| YTD | +140.3% | -99.7% | +240.0% | +141.5% |
| 1Y | +148.3% | -99.9% | +248.2% | +150.4% |
| 3Y | +194.6% | -100.0% | +294.6% | +200.9% |
| 5Y | +609.6% | -100.0% | +709.6% | +625.3% |
| All | +563.4% | -100.0% | +663.4% | +539.7% |
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 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