+28.5%
VZ vs ZCMD
-100.0%
+128.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | +0.1% | -8.0% | +8.1% | +0.1% |
| 30D | +7.9% | -27.9% | +35.8% | +8.0% |
| 3M | +13.6% | -74.6% | +88.2% | +13.8% |
| 6M | +1.1% | -99.5% | +100.5% | +3.4% |
| YTD | +29.3% | -99.7% | +129.0% | +32.9% |
| 1Y | +21.2% | -99.9% | +121.1% | +25.4% |
| 3Y | +75.9% | -100.0% | +175.9% | +82.6% |
| 5Y | +24.1% | -100.0% | +124.1% | +29.0% |
| All | +28.5% | -100.0% | +128.5% | +35.4% |
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