+131.4%
VMC vs Z
-14.8%
+146.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -4.3% | -13.1% | +8.8% | -2.1% |
| 30D | +16.2% | +5.9% | +10.4% | +14.9% |
| 3M | -0.8% | -13.7% | +12.9% | +1.1% |
| 6M | +1.2% | -27.1% | +28.3% | +5.7% |
| YTD | +0.5% | -56.8% | +57.3% | +13.4% |
| 1Y | -2.9% | -60.2% | +57.3% | +11.0% |
| 3Y | +37.3% | -19.7% | +57.1% | +35.8% |
| 5Y | +48.8% | -53.7% | +102.5% | +53.9% |
| 10Y | +131.4% | -16.9% | +148.3% | +84.7% |
| All | +131.4% | -14.8% | +146.2% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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