+7.2%
VNQ vs ZCMD
-100.0%
+107.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.8% | +0.7% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -2.6% | -24.8% | +22.2% | -2.5% |
| 3M | -2.0% | -62.8% | +60.8% | -2.1% |
| 6M | +4.3% | -99.5% | +103.9% | +7.1% |
| YTD | +9.2% | -99.8% | +109.0% | +12.7% |
| 1Y | +5.6% | -99.9% | +105.5% | +9.6% |
| 3Y | +30.8% | -100.0% | +130.8% | +36.0% |
| All | +7.2% | -100.0% | +107.2% | +11.5% |
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