+89.1%
VSH vs ZCMD
-100.0%
+189.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | +6.2% | -1.4% | +7.6% | +6.2% |
| 30D | -11.1% | -21.6% | +10.4% | -11.0% |
| 3M | -44.9% | -67.4% | +22.4% | -45.3% |
| 6M | +90.0% | -99.4% | +189.4% | +95.2% |
| YTD | +118.8% | -99.7% | +218.5% | +128.6% |
| 1Y | +109.0% | -99.9% | +208.9% | +121.9% |
| 3Y | +35.6% | -100.0% | +135.6% | +52.6% |
| 5Y | +66.7% | -100.0% | +166.7% | +87.1% |
| All | +89.1% | -100.0% | +189.1% | +154.1% |
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