-100.0%
ZCMD vs VIG
+113.4%
-213.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.3% |
| 7D | -5.4% | -1.1% | -4.4% | -5.1% |
| 30D | -24.8% | -2.7% | -22.0% | -24.2% |
| 3M | -62.8% | +2.5% | -65.3% | -63.0% |
| 6M | -99.5% | +9.2% | -108.8% | -99.5% |
| YTD | -99.8% | +9.8% | -109.6% | -99.8% |
| 1Y | -99.9% | +12.4% | -112.3% | -99.9% |
| 3Y | -100.0% | +55.9% | -155.9% | -100.0% |
| 5Y | -100.0% | +63.9% | -163.9% | -100.0% |
| All | -100.0% | +113.4% | -213.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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