+18.0%
VMC vs ZCMD
-100.0%
+118.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.3% |
| 7D | -5.3% | -4.1% | -1.2% | -5.3% |
| 30D | -12.3% | -22.7% | +10.5% | -12.2% |
| 3M | -10.3% | -62.5% | +52.2% | -10.4% |
| 6M | -8.6% | -99.5% | +90.9% | -7.4% |
| YTD | -11.9% | -99.7% | +87.9% | -10.5% |
| 1Y | -13.9% | -99.9% | +86.0% | -12.4% |
| All | +18.0% | -100.0% | +118.0% | +21.1% |
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 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