+66.6%
VT vs ZCMD
-100.0%
+166.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | 0.0% |
| 7D | +0.4% | -8.0% | +8.4% | +0.5% |
| 30D | +1.0% | -27.9% | +28.9% | +1.1% |
| 3M | +2.4% | -74.6% | +77.0% | +2.2% |
| 6M | +12.0% | -99.5% | +111.5% | +13.3% |
| YTD | +15.3% | -99.7% | +115.1% | +17.2% |
| 1Y | +22.6% | -99.9% | +122.5% | +24.9% |
| 3Y | +74.7% | -100.0% | +174.7% | +80.8% |
| All | +66.6% | -100.0% | +166.6% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling