+22.1%
VZ vs ZCMD
-99.9%
+122.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.6% |
| 7D | +0.9% | +1.4% | -0.4% | +0.9% |
| 30D | +8.9% | -29.9% | +38.8% | +8.8% |
| 3M | +0.1% | -54.9% | +55.0% | 0.0% |
| 6M | +1.9% | -99.7% | +101.6% | +4.6% |
| YTD | +22.0% | -99.9% | +121.9% | +26.2% |
| 1Y | +22.1% | -99.9% | +122.0% | +30.6% |
| All | +22.1% | -99.9% | +122.0% | +30.6% |
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