+122.1%
VMC vs ZCMD
-100.0%
+222.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.7% | +1.0% |
| 7D | -4.3% | -8.0% | +3.7% | -4.3% |
| 30D | -8.2% | -27.9% | +19.6% | -8.0% |
| 3M | -7.0% | -74.6% | +67.5% | -7.2% |
| 6M | -10.8% | -99.5% | +88.7% | -7.0% |
| YTD | -7.4% | -99.7% | +92.4% | -2.3% |
| 1Y | -9.5% | -99.9% | +90.4% | -3.4% |
| 3Y | +20.5% | -100.0% | +120.5% | +35.7% |
| 5Y | +51.6% | -100.0% | +151.6% | +71.0% |
| All | +122.1% | -100.0% | +222.1% | +192.4% |
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