+953.6%
VRT vs ZCMD
-100.0%
+1,053.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.0% | -13.6% | -9.6% |
| 7D | +2.4% | -4.1% | +6.5% | +2.4% |
| 30D | -2.7% | -22.7% | +20.0% | -2.7% |
| 3M | -9.2% | -62.5% | +53.3% | -9.4% |
| 6M | -0.5% | -99.5% | +98.9% | -7.1% |
| YTD | +62.3% | -99.7% | +162.1% | +49.1% |
| 1Y | +109.6% | -99.9% | +209.5% | +88.1% |
| 3Y | +573.1% | -100.0% | +673.1% | +476.8% |
| 5Y | +953.6% | -100.0% | +1,053.6% | +781.3% |
| All | +953.6% | -100.0% | +1,053.6% | +781.3% |
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 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