+32.1%
VRSN vs ZCMD
-100.0%
+132.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +1.7% |
| 7D | -1.0% | -4.1% | +3.1% | -1.1% |
| 30D | -1.9% | -22.7% | +20.8% | -1.9% |
| 3M | +1.4% | -62.5% | +63.9% | +1.3% |
| 6M | +19.0% | -99.5% | +118.5% | +20.0% |
| YTD | +19.2% | -99.7% | +118.9% | +20.5% |
| 1Y | +1.7% | -99.9% | +101.6% | +3.1% |
| 3Y | +41.4% | -100.0% | +141.4% | +46.0% |
| All | +32.1% | -100.0% | +132.1% | +38.3% |
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