+20.2%
VZ vs ZCMD
-100.0%
+120.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | +2.1% | -4.4% | +6.6% | +2.1% |
| 30D | +1.4% | -43.0% | +44.4% | +1.4% |
| 3M | -1.3% | -54.9% | +53.6% | -1.2% |
| 6M | -0.5% | -99.8% | +99.2% | +2.3% |
| YTD | +19.6% | -99.9% | +119.5% | +23.4% |
| 1Y | +22.4% | -99.9% | +122.3% | +26.7% |
| 3Y | +55.9% | -100.0% | +155.9% | +62.6% |
| All | +20.2% | -100.0% | +120.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling