-100.0%
ZCMD vs VICR
+280.3%
-380.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.6% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | -22.7% | -11.9% | -10.8% | -21.7% |
| 3M | -62.5% | -35.1% | -27.4% | -61.1% |
| 6M | -99.5% | +8.1% | -107.6% | -99.4% |
| YTD | -99.7% | +67.8% | -167.5% | -99.7% |
| 1Y | -99.9% | +267.3% | -367.2% | -99.9% |
| 3Y | -100.0% | +191.2% | -291.2% | -100.0% |
| 5Y | -100.0% | +48.1% | -148.1% | -100.0% |
| All | -100.0% | +280.3% | -380.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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