+54.4%
VMC vs Z
-64.8%
+119.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -4.3% | -3.0% | -1.3% | -3.8% |
| 30D | -8.2% | -4.2% | -4.1% | -7.7% |
| 3M | -7.0% | -3.7% | -3.3% | -6.8% |
| 6M | -10.8% | -24.5% | +13.8% | -6.8% |
| YTD | -7.4% | -49.3% | +41.9% | +3.7% |
| 1Y | -9.5% | -58.7% | +49.2% | +4.9% |
| 3Y | +20.5% | -34.1% | +54.6% | +23.4% |
| All | +54.4% | -64.8% | +119.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling