-20.9%
VST vs ZCMD
-99.7%
+78.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.8% | +8.8% | +10.5% |
| 7D | -9.8% | -4.4% | -5.4% | -9.7% |
| 30D | -25.1% | -43.0% | +17.8% | -24.4% |
| 3M | -11.6% | -54.9% | +43.3% | -10.6% |
| 6M | -20.9% | -99.8% | +78.8% | -17.9% |
| All | -20.9% | -99.7% | +78.8% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling