-100.0%
ZCMD vs VT
+117.0%
-217.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +1.7% |
| 7D | -12.9% | -4.2% | -8.7% | -11.0% |
| 30D | -45.3% | -5.8% | -39.5% | -43.5% |
| 3M | -59.4% | -5.2% | -54.2% | -58.3% |
| 6M | -99.8% | +0.1% | -99.9% | -99.8% |
| YTD | -99.9% | +8.2% | -108.1% | -99.9% |
| 1Y | -99.9% | +10.1% | -110.0% | -99.9% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +117.0% | -217.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling