+76.0%
VUG vs ZCMD
-100.0%
+176.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.5% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | -1.7% | -22.7% | +21.0% | -1.6% |
| 3M | +2.8% | -62.5% | +65.3% | +2.4% |
| 6M | +13.6% | -99.5% | +113.1% | +14.1% |
| YTD | +8.1% | -99.7% | +107.8% | +8.7% |
| 1Y | +13.1% | -99.9% | +113.0% | +13.9% |
| 3Y | +87.0% | -100.0% | +187.0% | +91.5% |
| 5Y | +76.0% | -100.0% | +176.0% | +81.1% |
| All | +76.0% | -100.0% | +176.0% | +81.1% |
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