+596.2%
VST vs ZCMD
-100.0%
+696.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +7.3% |
| 7D | -0.5% | +9.1% | -9.6% | -0.6% |
| 30D | -17.1% | -37.1% | +20.0% | -16.8% |
| 3M | -4.6% | -53.7% | +49.1% | -4.1% |
| 6M | -9.1% | -99.7% | +90.6% | -10.1% |
| YTD | -16.6% | -99.9% | +83.2% | -17.9% |
| 1Y | -29.5% | -99.9% | +70.4% | -30.7% |
| 3Y | +297.5% | -100.0% | +397.5% | +290.2% |
| 5Y | +654.5% | -100.0% | +754.5% | +642.9% |
| All | +596.2% | -100.0% | +696.2% | +589.2% |
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