+88.6%
VSH vs ZCMD
-100.0%
+188.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | +3.1% | -2.0% | +5.1% | +3.1% |
| 30D | -5.7% | -19.8% | +14.1% | -5.5% |
| 3M | -42.5% | -62.1% | +19.6% | -43.0% |
| 6M | +82.7% | -99.5% | +182.2% | +88.3% |
| YTD | +118.2% | -99.7% | +218.0% | +127.9% |
| 1Y | +109.7% | -99.9% | +209.6% | +122.7% |
| 3Y | +35.3% | -100.0% | +135.3% | +52.2% |
| 5Y | +65.6% | -100.0% | +165.6% | +86.3% |
| All | +88.6% | -100.0% | +188.6% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling