+47.1%
VSAT vs ZCMD
-100.0%
+147.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.1% |
| 3M | +13.2% | -62.5% | +75.7% | +9.8% |
| 6M | +57.4% | -99.5% | +156.8% | +75.7% |
| YTD | +110.0% | -99.7% | +209.7% | +140.8% |
| 1Y | +134.4% | -99.9% | +234.3% | +177.0% |
| 3Y | +203.5% | -100.0% | +303.5% | +235.4% |
| 5Y | +47.1% | -100.0% | +147.1% | +72.0% |
| All | +47.1% | -100.0% | +147.1% | +72.0% |
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