+4.6%
VTEB vs ZCMD
-100.0%
+104.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +0.4% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -2.5% | -24.8% | +22.3% | -2.5% |
| 3M | -3.0% | -62.8% | +59.8% | -3.0% |
| 6M | -2.1% | -99.5% | +97.4% | -1.5% |
| YTD | -1.5% | -99.8% | +98.3% | -0.8% |
| 1Y | +0.2% | -99.9% | +100.1% | +1.1% |
| 3Y | +8.6% | -100.0% | +108.5% | +10.3% |
| 5Y | +1.2% | -100.0% | +101.2% | +2.9% |
| All | +4.6% | -100.0% | +104.6% | +7.6% |
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