+674.9%
VST vs ZCMD
-100.0%
+774.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.3% | +3.6% |
| 7D | +8.9% | -8.0% | +16.9% | +9.0% |
| 30D | +6.2% | -27.9% | +34.1% | +6.4% |
| 3M | -2.7% | -74.6% | +71.9% | -3.5% |
| 6M | -8.4% | -99.5% | +91.1% | -9.7% |
| YTD | -7.2% | -99.7% | +92.5% | -8.9% |
| 1Y | -20.9% | -99.9% | +79.0% | -22.7% |
| 3Y | +384.0% | -100.0% | +484.0% | +373.8% |
| 5Y | +757.1% | -100.0% | +857.1% | +740.5% |
| All | +674.9% | -100.0% | +774.9% | +664.4% |
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 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