+3.9%
VTRS vs ZCMD
-100.0%
+103.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.8% |
| 7D | -2.2% | -5.4% | +3.2% | -2.2% |
| 30D | +3.3% | -24.8% | +28.1% | +3.5% |
| 3M | +2.0% | -62.8% | +64.8% | +1.2% |
| 6M | +19.9% | -99.5% | +119.5% | +27.8% |
| YTD | +35.7% | -99.8% | +135.5% | +46.5% |
| 1Y | +68.1% | -99.9% | +168.0% | +84.7% |
| 3Y | +87.1% | -100.0% | +187.1% | +111.0% |
| 5Y | +47.6% | -100.0% | +147.6% | +66.8% |
| All | +3.9% | -100.0% | +103.9% | +41.3% |
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