-100.0%
ZCMD vs VO
+66.5%
-166.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.3% |
| 7D | -2.9% | +2.9% | -5.9% | -4.0% |
| 30D | -28.5% | +1.0% | -29.5% | -28.8% |
| 3M | -56.5% | -1.7% | -54.8% | -56.3% |
| 6M | -99.7% | +6.7% | -106.4% | -99.7% |
| YTD | -99.9% | +14.0% | -113.8% | -99.9% |
| 1Y | -99.9% | +13.7% | -113.6% | -99.9% |
| All | -100.0% | +66.5% | -166.5% | -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