-100.0%
ZCMD vs VO
+56.0%
-156.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -22.7% | -1.9% | -20.8% | -22.1% |
| 3M | -62.5% | +3.3% | -65.8% | -62.8% |
| 6M | -99.5% | +9.7% | -109.1% | -99.5% |
| YTD | -99.7% | +12.6% | -112.3% | -99.7% |
| 1Y | -99.9% | +13.6% | -113.5% | -99.9% |
| All | -100.0% | +56.0% | -156.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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