+90.6%
VTR vs ZCMD
-100.0%
+190.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -0.6% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | -2.8% | -22.7% | +19.9% | -2.6% |
| 3M | +9.0% | -62.5% | +71.5% | +8.1% |
| 6M | +5.0% | -99.5% | +104.4% | +11.1% |
| YTD | +16.9% | -99.7% | +116.7% | +25.3% |
| 1Y | +34.3% | -99.9% | +134.2% | +46.5% |
| 3Y | +131.6% | -100.0% | +231.6% | +166.3% |
| 5Y | +88.0% | -100.0% | +188.0% | +116.7% |
| All | +90.6% | -100.0% | +190.6% | +157.4% |
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