+123.5%
VT vs ZCMD
-100.0%
+223.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -4.2% | -12.9% | +8.7% | -4.1% |
| 30D | -5.8% | -45.3% | +39.5% | -5.3% |
| 3M | -5.2% | -59.4% | +54.2% | -4.6% |
| 6M | +0.1% | -99.8% | +99.9% | +4.3% |
| YTD | +8.2% | -99.9% | +108.1% | +13.2% |
| 1Y | +10.1% | -99.9% | +110.0% | +15.8% |
| 3Y | +69.7% | -100.0% | +169.7% | +86.1% |
| 5Y | +53.4% | -100.0% | +153.4% | +70.4% |
| All | +123.5% | -100.0% | +223.4% | +172.1% |
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