+29.2%
VZ vs ZCMD
-100.0%
+129.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +7.1% | -21.6% | +28.7% | +7.2% |
| 3M | +12.8% | -67.4% | +80.2% | +12.8% |
| 6M | +1.8% | -99.4% | +101.2% | +4.0% |
| YTD | +30.0% | -99.7% | +129.7% | +33.6% |
| 1Y | +24.3% | -99.9% | +124.2% | +28.6% |
| 3Y | +84.3% | -100.0% | +184.3% | +91.3% |
| 5Y | +25.9% | -100.0% | +125.9% | +30.9% |
| All | +29.2% | -100.0% | +129.2% | +36.2% |
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