+553.8%
VLO vs ZCMD
-100.0%
+653.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.3% |
| 7D | +9.6% | -7.7% | +17.3% | +9.6% |
| 30D | -17.4% | -34.8% | +17.4% | -17.4% |
| 3M | +10.8% | -56.3% | +67.1% | +10.7% |
| 6M | +56.9% | -99.7% | +156.6% | +57.3% |
| YTD | +136.8% | -99.9% | +236.6% | +137.9% |
| 1Y | +120.7% | -99.9% | +220.6% | +122.0% |
| 3Y | +231.9% | -100.0% | +331.9% | +238.2% |
| 5Y | +479.0% | -100.0% | +579.0% | +493.6% |
| All | +553.8% | -100.0% | +653.8% | +530.1% |
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