+207.8%
VSAT vs ZCMD
-100.0%
+307.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -10.9% | -7.1% |
| 7D | +3.5% | -4.1% | +7.6% | +3.6% |
| 30D | -14.7% | -22.7% | +8.0% | -14.0% |
| 3M | +13.2% | -62.5% | +75.7% | +9.2% |
| 6M | +57.4% | -99.5% | +156.8% | +83.2% |
| YTD | +110.0% | -99.7% | +209.7% | +154.3% |
| 1Y | +134.4% | -99.9% | +234.3% | +197.1% |
| All | +207.8% | -100.0% | +307.8% | +285.9% |
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