+221.7%
VMC vs Z
+25.1%
+196.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | -8.2% | -4.2% | -4.1% | -7.8% |
| 3M | -7.0% | -3.7% | -3.3% | -6.9% |
| 6M | -10.8% | -24.5% | +13.8% | -7.4% |
| YTD | -7.4% | -49.3% | +41.9% | +1.8% |
| 1Y | -9.5% | -58.7% | +49.2% | +2.4% |
| 3Y | +20.5% | -34.1% | +54.6% | +23.3% |
| 5Y | +51.6% | -64.5% | +116.1% | +60.7% |
| 10Y | +150.0% | -0.5% | +150.5% | +105.7% |
| All | +221.7% | +25.1% | +196.6% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling