+48.4%
VRSN vs ZCMD
-100.0%
+148.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -3.9% | -21.6% | +17.7% | -3.9% |
| 3M | -0.1% | -67.4% | +67.2% | -0.4% |
| 6M | +16.4% | -99.4% | +115.8% | +18.9% |
| YTD | +17.2% | -99.7% | +117.0% | +20.7% |
| 1Y | +1.0% | -99.9% | +100.9% | +4.7% |
| 3Y | +39.1% | -100.0% | +139.1% | +49.4% |
| 5Y | +29.0% | -100.0% | +129.0% | +38.9% |
| All | +48.4% | -100.0% | +148.4% | +78.3% |
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