+13.1%
VXUS vs ZCMD
-99.9%
+113.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +2.1% | -7.7% | +9.8% | +2.2% |
| 30D | -1.1% | -34.8% | +33.7% | -0.8% |
| 3M | -5.6% | -56.3% | +50.7% | -5.1% |
| 6M | -2.3% | -99.7% | +97.4% | +1.0% |
| YTD | +10.4% | -99.9% | +110.2% | +15.3% |
| 1Y | +13.1% | -99.9% | +113.0% | +20.3% |
| All | +13.1% | -99.9% | +113.0% | +20.3% |
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