-100.0%
ZCMD vs VLTO
+56.1%
-156.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.4% |
| 7D | +9.1% | +2.0% | +7.0% | +8.6% |
| 30D | -37.1% | +21.8% | -58.9% | -40.2% |
| 3M | -53.7% | +20.2% | -73.9% | -55.8% |
| 6M | -99.7% | +36.3% | -136.0% | -99.7% |
| YTD | -99.9% | +18.8% | -118.7% | -99.9% |
| 1Y | -99.9% | +20.4% | -120.3% | -99.9% |
| 3Y | -100.0% | +71.9% | -171.9% | -100.0% |
| All | -100.0% | +56.1% | -156.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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