+130.6%
VMC vs Z
-19.5%
+150.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.2% |
| 7D | +1.1% | -6.5% | +7.6% | +2.2% |
| 30D | +17.7% | -0.1% | +17.8% | +17.5% |
| 3M | +1.1% | -14.1% | +15.2% | +3.1% |
| 6M | +1.8% | -30.1% | +31.9% | +7.1% |
| YTD | +1.5% | -57.5% | +59.0% | +14.9% |
| 1Y | -1.1% | -60.3% | +59.2% | +13.0% |
| 3Y | +38.8% | -21.0% | +59.8% | +37.6% |
| 5Y | +49.6% | -54.9% | +104.5% | +55.4% |
| 10Y | +130.6% | -16.0% | +146.6% | +84.9% |
| All | +130.6% | -19.5% | +150.1% | +84.9% |
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