-13.9%
VMC vs Z
-64.1%
+50.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -5.3% | -7.1% | +1.7% | -4.6% |
| 30D | -12.3% | -4.8% | -7.5% | -11.8% |
| 3M | -10.3% | -9.3% | -0.9% | -9.5% |
| 6M | -8.6% | -29.0% | +20.4% | -6.1% |
| YTD | -11.9% | -52.9% | +41.0% | -5.6% |
| 1Y | -13.9% | -63.1% | +49.2% | -5.0% |
| All | -13.9% | -64.1% | +50.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling