+13.0%
VRSK vs ZCMD
-100.0%
+113.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +0.2% |
| 7D | -5.2% | -5.4% | +0.2% | -5.2% |
| 30D | -2.3% | -24.8% | +22.4% | -2.4% |
| 3M | -2.9% | -62.8% | +59.9% | -2.8% |
| 6M | -12.8% | -99.5% | +86.7% | -10.4% |
| YTD | -20.8% | -99.8% | +78.9% | -18.0% |
| 1Y | -33.2% | -99.9% | +66.7% | -30.3% |
| 3Y | -26.6% | -100.0% | +73.4% | -21.3% |
| 5Y | -11.3% | -100.0% | +88.7% | -5.0% |
| All | +13.0% | -100.0% | +113.0% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling