+687.5%
VST vs ZCMD
-100.0%
+787.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +9.9% | -1.4% | +11.3% | +9.9% |
| 30D | +7.9% | -21.6% | +29.5% | +8.1% |
| 3M | +3.4% | -67.4% | +70.8% | +2.6% |
| 6M | -4.1% | -99.4% | +95.3% | -5.4% |
| YTD | -5.7% | -99.7% | +94.1% | -7.5% |
| 1Y | -18.9% | -99.9% | +81.0% | -20.7% |
| 3Y | +359.1% | -100.0% | +459.0% | +349.3% |
| 5Y | +766.9% | -100.0% | +866.9% | +749.9% |
| All | +687.5% | -100.0% | +787.5% | +676.8% |
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