+193.8%
VLO vs ZCMD
-100.0%
+293.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.6% |
| 7D | +6.2% | -4.1% | +10.4% | +6.2% |
| 30D | +23.5% | -22.7% | +46.2% | +23.4% |
| 3M | +53.9% | -62.5% | +116.3% | +54.3% |
| 6M | +81.7% | -99.5% | +181.1% | +80.0% |
| YTD | +142.5% | -99.7% | +242.2% | +140.2% |
| 1Y | +145.4% | -99.9% | +245.3% | +143.2% |
| All | +193.8% | -100.0% | +293.8% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling