+644.6%
VRT vs ZCMD
-100.0%
+744.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.7% |
| 7D | +13.6% | -1.4% | +15.0% | +13.6% |
| 30D | +6.8% | -21.6% | +28.3% | +6.8% |
| 3M | -3.2% | -67.4% | +64.1% | -3.8% |
| 6M | +20.3% | -99.4% | +119.8% | +14.1% |
| YTD | +79.6% | -99.7% | +179.3% | +67.6% |
| 1Y | +139.0% | -99.9% | +238.9% | +119.3% |
| 3Y | +644.6% | -100.0% | +744.6% | +577.9% |
| All | +644.6% | -100.0% | +744.6% | +577.9% |
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