+112.0%
VSH vs ZCMD
-99.9%
+211.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.2% | +4.4% |
| 7D | +4.1% | -8.0% | +12.1% | +4.1% |
| 30D | -4.2% | -27.9% | +23.7% | -4.1% |
| 3M | -50.0% | -74.6% | +24.6% | -50.2% |
| 6M | +80.2% | -99.5% | +179.6% | +77.2% |
| YTD | +121.1% | -99.7% | +220.8% | +121.0% |
| 1Y | +112.0% | -99.9% | +211.9% | +120.4% |
| All | +112.0% | -99.9% | +211.9% | +120.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling