-100.0%
ZCMD vs VIG
+55.4%
-155.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -4.1% | -1.2% | -3.0% | -3.7% |
| 30D | -22.7% | -2.8% | -19.9% | -21.8% |
| 3M | -62.5% | +2.5% | -65.0% | -62.8% |
| 6M | -99.5% | +8.1% | -107.6% | -99.5% |
| YTD | -99.7% | +9.6% | -109.3% | -99.7% |
| 1Y | -99.9% | +14.2% | -114.0% | -99.9% |
| All | -100.0% | +55.4% | -155.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling