+75.0%
VT vs ZCMD
-100.0%
+175.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.1% |
| 7D | -0.7% | +1.4% | -2.0% | -0.7% |
| 30D | -1.7% | -29.9% | +28.1% | -1.6% |
| 3M | -2.3% | -54.9% | +52.6% | -2.0% |
| 6M | +1.5% | -99.7% | +101.2% | +2.5% |
| YTD | +12.0% | -99.9% | +111.9% | +13.3% |
| 1Y | +12.9% | -99.9% | +112.8% | +14.3% |
| All | +75.0% | -100.0% | +175.0% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling