+31.8%
VSAT vs ZCMD
-100.0%
+131.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.6% |
| 7D | +3.4% | -2.0% | +5.5% | +3.5% |
| 30D | -12.2% | -19.8% | +7.6% | -11.6% |
| 3M | +20.6% | -62.1% | +82.7% | +16.4% |
| 6M | +60.2% | -99.5% | +159.7% | +82.8% |
| YTD | +115.3% | -99.7% | +215.0% | +153.3% |
| 1Y | +154.6% | -99.9% | +254.5% | +210.2% |
| 3Y | +211.2% | -100.0% | +311.1% | +290.2% |
| 5Y | +52.7% | -100.0% | +152.7% | +92.9% |
| All | +31.8% | -100.0% | +131.8% | +103.1% |
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