-100.0%
ZCMD vs VLTO
+26.2%
-126.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -21.6% | -2.9% | -18.7% | -21.0% |
| 3M | -67.4% | +12.7% | -80.0% | -69.2% |
| 6M | -99.4% | +1.6% | -101.0% | -99.4% |
| YTD | -99.7% | -4.0% | -95.8% | -99.7% |
| 1Y | -99.9% | -10.2% | -89.7% | -99.9% |
| All | -100.0% | +26.2% | -126.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling