+20.3%
VSAT vs ZCMD
-100.0%
+120.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.8% |
| 7D | +5.9% | -7.7% | +13.6% | +6.3% |
| 30D | +9.7% | -34.8% | +44.5% | +11.6% |
| 3M | -18.3% | -56.3% | +38.0% | -16.0% |
| 6M | -4.1% | -99.7% | +95.6% | +11.5% |
| YTD | +96.5% | -99.9% | +196.4% | +136.6% |
| 1Y | +89.3% | -99.9% | +189.2% | +131.6% |
| 3Y | +270.1% | -100.0% | +370.0% | +372.7% |
| 5Y | +26.4% | -100.0% | +126.4% | +65.3% |
| All | +20.3% | -100.0% | +120.3% | +89.8% |
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