+84.5%
VTR vs ZCMD
-100.0%
+184.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.5% |
| 7D | -0.3% | -5.4% | +5.1% | -0.3% |
| 30D | +1.1% | -24.8% | +25.9% | +1.1% |
| 3M | +7.9% | -62.8% | +70.7% | +7.6% |
| 6M | +6.2% | -99.5% | +105.7% | +9.3% |
| YTD | +17.7% | -99.8% | +117.5% | +21.6% |
| 1Y | +32.9% | -99.9% | +132.8% | +38.2% |
| 3Y | +129.7% | -100.0% | +229.7% | +140.1% |
| All | +84.5% | -100.0% | +184.5% | +90.4% |
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 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