+103.6%
VXUS vs ZCMD
-100.0%
+203.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | -1.4% | -5.4% | +4.0% | -1.4% |
| 30D | -0.5% | -24.8% | +24.3% | -0.2% |
| 3M | +2.6% | -62.8% | +65.4% | +1.6% |
| 6M | +10.9% | -99.5% | +110.4% | +15.4% |
| YTD | +16.1% | -99.8% | +115.9% | +22.0% |
| 1Y | +22.3% | -99.9% | +122.2% | +30.2% |
| 3Y | +72.0% | -100.0% | +172.0% | +91.1% |
| 5Y | +54.1% | -100.0% | +154.1% | +71.5% |
| All | +103.6% | -100.0% | +203.6% | +148.4% |
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