+397.6%
VRT vs ZCMD
-100.0%
+497.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.5% |
| 7D | +18.6% | -2.9% | +21.5% | +18.6% |
| 30D | -11.7% | -28.5% | +16.8% | -11.6% |
| 3M | -27.3% | -56.5% | +29.3% | -27.2% |
| 6M | -42.9% | -99.7% | +56.8% | -45.8% |
| YTD | +29.5% | -99.9% | +129.4% | +20.9% |
| 1Y | +21.0% | -99.9% | +121.0% | +12.1% |
| All | +397.6% | -100.0% | +497.6% | +363.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling