+38.1%
VSAT vs ZCMD
-100.0%
+138.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +17.3% | -1.4% | +18.7% | +17.4% |
| 30D | -3.3% | -21.6% | +18.3% | -2.5% |
| 3M | +18.7% | -67.4% | +86.1% | +15.5% |
| 6M | +77.6% | -99.4% | +177.0% | +101.5% |
| YTD | +125.6% | -99.7% | +225.4% | +165.8% |
| 1Y | +158.3% | -99.9% | +258.2% | +214.7% |
| 3Y | +226.1% | -100.0% | +326.1% | +309.4% |
| 5Y | +54.7% | -100.0% | +154.7% | +95.2% |
| All | +38.1% | -100.0% | +138.1% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling