+128.7%
VT vs ZCMD
-100.0%
+228.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.4% |
| 7D | -0.1% | -3.0% | +2.9% | -0.1% |
| 30D | -3.1% | -39.5% | +36.4% | -2.6% |
| 3M | -3.5% | -57.8% | +54.3% | -2.8% |
| 6M | +0.5% | -99.7% | +100.1% | +4.2% |
| YTD | +10.8% | -99.9% | +110.6% | +15.9% |
| 1Y | +11.9% | -99.9% | +111.8% | +17.5% |
| 3Y | +73.0% | -100.0% | +173.0% | +89.5% |
| 5Y | +58.6% | -100.0% | +158.6% | +76.3% |
| All | +128.7% | -100.0% | +228.7% | +178.5% |
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