+47.8%
VMC vs ZCMD
-100.0%
+147.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | +0.9% |
| 7D | -3.8% | -5.4% | +1.7% | -3.8% |
| 30D | -9.7% | -24.8% | +15.1% | -9.6% |
| 3M | -9.6% | -62.8% | +53.2% | -9.8% |
| 6M | -4.8% | -99.5% | +94.7% | -3.1% |
| YTD | -10.9% | -99.8% | +88.9% | -9.0% |
| 1Y | -15.6% | -99.9% | +84.3% | -13.4% |
| 3Y | +19.3% | -100.0% | +119.3% | +24.4% |
| All | +47.8% | -100.0% | +147.8% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling