-100.0%
ZCMD vs VEU
+101.3%
-201.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -7.8% |
| 7D | -5.4% | -1.4% | -4.0% | -4.6% |
| 30D | -24.8% | -0.4% | -24.4% | -24.8% |
| 3M | -62.8% | +2.5% | -65.3% | -62.6% |
| 6M | -99.5% | +11.1% | -110.7% | -99.5% |
| YTD | -99.8% | +16.5% | -116.3% | -99.8% |
| 1Y | -99.9% | +22.9% | -122.8% | -99.9% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +56.1% | -156.1% | -100.0% |
| All | -100.0% | +101.3% | -201.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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