+27.1%
VNQ vs ZCMD
-100.0%
+127.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.1% |
| 7D | -0.9% | -4.1% | +3.3% | -0.9% |
| 30D | -2.2% | -22.7% | +20.5% | -2.1% |
| 3M | -1.9% | -62.5% | +60.6% | -2.3% |
| 6M | +3.2% | -99.5% | +102.7% | +7.6% |
| YTD | +9.4% | -99.7% | +109.1% | +15.1% |
| 1Y | +7.5% | -99.9% | +107.4% | +14.6% |
| 3Y | +31.1% | -100.0% | +131.0% | +44.0% |
| 5Y | +6.6% | -100.0% | +106.5% | +17.2% |
| All | +27.1% | -100.0% | +127.1% | +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 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