+1,967.4%
VRT vs ZCMD
-100.0%
+2,067.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.1% | +10.7% | +3.6% |
| 7D | -8.4% | -5.4% | -2.9% | -8.3% |
| 30D | -10.9% | -24.8% | +13.9% | -10.8% |
| 3M | -13.7% | -62.8% | +49.1% | -14.2% |
| 6M | -4.1% | -99.5% | +95.4% | -5.9% |
| YTD | +58.7% | -99.8% | +158.5% | +55.3% |
| 1Y | +89.6% | -99.9% | +189.5% | +84.8% |
| 3Y | +558.1% | -100.0% | +658.1% | +566.3% |
| 5Y | +953.0% | -100.0% | +1,052.9% | +968.4% |
| All | +1,967.4% | -100.0% | +2,067.4% | +2,064.1% |
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