+184.9%
VUG vs ZCMD
-100.0%
+284.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | +2.5% | -7.7% | +10.2% | +2.6% |
| 30D | -6.3% | -34.8% | +28.5% | -5.9% |
| 3M | -6.0% | -56.3% | +50.3% | -5.4% |
| 6M | -3.5% | -99.7% | +96.1% | -0.5% |
| YTD | +3.9% | -99.9% | +103.8% | +8.2% |
| 1Y | +5.1% | -99.9% | +105.0% | +9.8% |
| 3Y | +77.9% | -100.0% | +177.9% | +93.8% |
| 5Y | +62.4% | -100.0% | +162.4% | +80.0% |
| All | +184.9% | -100.0% | +284.9% | +246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling