+145.7%
VMC vs ZBRA
+435.2%
-289.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.3% |
| 7D | -3.8% | -3.4% | -0.4% | -2.8% |
| 30D | -9.7% | -7.4% | -2.3% | -7.8% |
| 3M | -9.6% | +57.5% | -67.1% | -21.5% |
| 6M | -4.8% | +64.0% | -68.8% | -18.9% |
| YTD | -10.9% | +44.3% | -55.2% | -21.7% |
| 1Y | -15.6% | +10.9% | -26.5% | -20.4% |
| 3Y | +19.3% | +37.5% | -18.2% | +1.6% |
| 5Y | +48.0% | -39.7% | +87.7% | +57.2% |
| All | +145.7% | +435.2% | -289.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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