+20.7%
VZ vs ZCMD
-100.0%
+120.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +1.5% | -7.7% | +9.2% | +1.5% |
| 30D | +4.4% | -34.8% | +39.2% | +4.4% |
| 3M | -2.4% | -56.3% | +53.9% | -2.3% |
| 6M | +1.4% | -99.7% | +101.1% | +3.7% |
| YTD | +21.4% | -99.9% | +121.3% | +24.9% |
| 1Y | +20.3% | -99.9% | +120.2% | +24.1% |
| 3Y | +57.4% | -100.0% | +157.4% | +63.4% |
| 5Y | +21.9% | -100.0% | +121.9% | +26.8% |
| All | +20.7% | -100.0% | +120.7% | +27.2% |
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