+688.8%
VRT vs ZCMD
-100.0%
+788.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.7% |
| 3M | -27.3% | -56.5% | +29.3% | -27.4% |
| 6M | -42.9% | -99.7% | +56.8% | -46.7% |
| YTD | +29.5% | -99.9% | +129.4% | +18.5% |
| 1Y | +21.0% | -99.9% | +121.0% | +9.6% |
| 3Y | +403.1% | -100.0% | +503.1% | +329.5% |
| 5Y | +688.8% | -100.0% | +788.8% | +566.4% |
| All | +688.8% | -100.0% | +788.8% | +566.4% |
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