+65.1%
VSH vs ZCMD
-100.0%
+165.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | +2.8% | -2.0% | +4.8% | +2.8% |
| 30D | -6.0% | -19.8% | +13.8% | -6.0% |
| 3M | -42.6% | -62.1% | +19.4% | -42.8% |
| 6M | +82.1% | -99.5% | +181.6% | +80.2% |
| YTD | +117.5% | -99.7% | +217.3% | +115.8% |
| 1Y | +109.0% | -99.9% | +208.9% | +108.1% |
| 3Y | +34.9% | -100.0% | +134.9% | +32.4% |
| 5Y | +65.1% | -100.0% | +165.1% | +62.6% |
| All | +65.1% | -100.0% | +165.1% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling