+75.4%
VWO vs ZCMD
-100.0%
+175.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.8% |
| 7D | -1.8% | -5.4% | +3.6% | -1.7% |
| 30D | -0.1% | -24.8% | +24.7% | +0.2% |
| 3M | +2.2% | -62.8% | +65.0% | +1.0% |
| 6M | +8.8% | -99.5% | +108.3% | +14.2% |
| YTD | +12.4% | -99.8% | +112.2% | +19.3% |
| 1Y | +15.6% | -99.9% | +115.5% | +24.7% |
| 3Y | +62.5% | -100.0% | +162.5% | +85.0% |
| 5Y | +34.3% | -100.0% | +134.3% | +53.5% |
| All | +75.4% | -100.0% | +175.4% | +120.9% |
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