-22.0%
VST vs ZCMD
-99.9%
+77.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.1% |
| 7D | +6.6% | -7.7% | +14.3% | +6.7% |
| 30D | -12.4% | -34.8% | +22.4% | -11.7% |
| 3M | -9.0% | -56.3% | +47.3% | -7.9% |
| 6M | -6.4% | -99.7% | +93.2% | -4.1% |
| YTD | -17.2% | -99.9% | +82.7% | -15.4% |
| 1Y | -22.0% | -99.9% | +77.9% | -21.4% |
| All | -22.0% | -99.9% | +77.9% | -21.4% |
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