+24.0%
VXUS vs ZCMD
-99.9%
+123.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | +0.3% | -4.1% | +4.4% | +0.3% |
| 30D | +0.7% | -22.7% | +23.4% | +0.8% |
| 3M | +4.8% | -62.5% | +67.2% | +4.2% |
| 6M | +11.3% | -99.5% | +110.8% | +14.6% |
| YTD | +16.5% | -99.7% | +116.2% | +21.4% |
| All | +24.0% | -99.9% | +123.9% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling