+559.0%
VLO vs ZCMD
-100.0%
+659.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.3% |
| 7D | +5.8% | -1.4% | +7.2% | +5.8% |
| 30D | +28.3% | -21.6% | +49.9% | +28.3% |
| 3M | +48.7% | -67.4% | +116.1% | +48.9% |
| 6M | +71.9% | -99.4% | +171.3% | +72.3% |
| YTD | +138.7% | -99.7% | +238.4% | +139.9% |
| 1Y | +148.5% | -99.9% | +248.3% | +150.5% |
| 3Y | +192.7% | -100.0% | +292.7% | +198.9% |
| 5Y | +601.6% | -100.0% | +701.6% | +616.8% |
| All | +559.0% | -100.0% | +659.0% | +535.4% |
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