+198.9%
VUG vs ZCMD
-100.0%
+298.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.4% |
| 7D | -0.1% | -8.0% | +7.9% | 0.0% |
| 30D | -0.3% | -27.9% | +27.6% | -0.1% |
| 3M | -0.7% | -74.6% | +73.9% | -1.0% |
| 6M | +14.6% | -99.5% | +114.1% | +17.6% |
| YTD | +9.0% | -99.7% | +108.8% | +12.8% |
| 1Y | +14.9% | -99.9% | +114.8% | +19.8% |
| 3Y | +86.0% | -100.0% | +186.0% | +102.9% |
| 5Y | +76.7% | -100.0% | +176.7% | +93.8% |
| All | +198.9% | -100.0% | +298.9% | +261.7% |
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 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