+157.5%
VTI vs ZCMD
-100.0%
+257.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | -1.9% | -19.8% | +17.9% | -1.8% |
| 3M | +4.5% | -62.1% | +66.6% | +3.9% |
| 6M | +12.6% | -99.5% | +112.1% | +15.8% |
| YTD | +12.0% | -99.7% | +111.7% | +16.1% |
| 1Y | +17.3% | -99.9% | +117.2% | +22.8% |
| 3Y | +75.3% | -100.0% | +175.3% | +90.8% |
| 5Y | +74.0% | -100.0% | +174.0% | +89.8% |
| All | +157.5% | -100.0% | +257.5% | +209.4% |
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