-100.0%
ZCMD vs VEU
+103.4%
-203.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.4% | +1.7% | -3.1% | -2.5% |
| 30D | -21.6% | +1.0% | -22.6% | -22.3% |
| 3M | -67.4% | +5.6% | -73.0% | -67.8% |
| 6M | -99.4% | +13.7% | -113.1% | -99.5% |
| YTD | -99.7% | +17.7% | -117.5% | -99.8% |
| 1Y | -99.9% | +25.8% | -125.6% | -99.9% |
| 3Y | -100.0% | +77.1% | -177.1% | -100.0% |
| 5Y | -100.0% | +57.1% | -157.1% | -100.0% |
| All | -100.0% | +103.4% | -203.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling