-100.0%
ZCMD vs VIG
+61.5%
-161.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.0% | -2.2% | +0.2% | -1.4% |
| 30D | -19.8% | -3.2% | -16.6% | -19.1% |
| 3M | -62.1% | +3.0% | -65.1% | -62.3% |
| 6M | -99.5% | +8.1% | -107.6% | -99.5% |
| YTD | -99.7% | +9.1% | -108.8% | -99.7% |
| 1Y | -99.9% | +12.6% | -112.5% | -99.9% |
| 3Y | -100.0% | +55.4% | -155.4% | -100.0% |
| 5Y | -100.0% | +62.8% | -162.8% | -100.0% |
| All | -100.0% | +61.5% | -161.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling