+145.7%
VMC vs ZBH
-16.2%
+161.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | -3.8% | -4.7% | +0.9% | -2.0% |
| 30D | -9.7% | -4.5% | -5.2% | -8.1% |
| 3M | -9.6% | +7.6% | -17.2% | -12.3% |
| 6M | -4.8% | +0.3% | -5.1% | -5.6% |
| YTD | -10.9% | +4.5% | -15.4% | -13.3% |
| 1Y | -15.6% | -9.4% | -6.2% | -13.7% |
| 3Y | +19.3% | -21.5% | +40.8% | +26.6% |
| 5Y | +48.0% | -28.4% | +76.4% | +60.6% |
| All | +145.7% | -16.2% | +161.9% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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