+105.8%
VXUS vs ZCMD
-100.0%
+205.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | +1.0% | -21.6% | +22.6% | +1.2% |
| 3M | +5.7% | -67.4% | +73.0% | +4.9% |
| 6M | +13.6% | -99.4% | +113.0% | +17.8% |
| YTD | +17.4% | -99.7% | +117.1% | +23.3% |
| 1Y | +25.1% | -99.9% | +125.0% | +32.9% |
| 3Y | +75.8% | -100.0% | +175.8% | +95.2% |
| 5Y | +55.4% | -100.0% | +155.4% | +72.6% |
| All | +105.8% | -100.0% | +205.8% | +150.9% |
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