-100.0%
ZCMD vs VEU
+72.0%
-172.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.3% |
| 7D | -2.0% | -1.9% | -0.1% | 0.0% |
| 30D | -19.8% | -0.7% | -19.1% | -19.5% |
| 3M | -62.1% | +4.9% | -66.9% | -62.3% |
| 6M | -99.5% | +9.8% | -109.3% | -99.5% |
| YTD | -99.7% | +15.3% | -115.1% | -99.8% |
| 1Y | -99.9% | +23.0% | -122.9% | -99.9% |
| All | -100.0% | +72.0% | -172.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling