+118.1%
VSH vs ZCMD
-99.9%
+218.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.1% | +13.2% | +6.2% |
| 7D | +4.8% | -5.4% | +10.2% | +4.8% |
| 30D | -0.7% | -24.8% | +24.1% | -0.6% |
| 3M | -43.1% | -62.8% | +19.7% | -43.2% |
| 6M | +91.8% | -99.5% | +191.3% | +90.3% |
| YTD | +131.6% | -99.8% | +231.4% | +132.9% |
| 1Y | +118.1% | -99.9% | +218.0% | +131.6% |
| All | +118.1% | -99.9% | +218.0% | +131.6% |
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